Where: 1000 ft below the surface in the Naica Mine of Chihuahua, Mexico
How: The mega selenite crystals began forming over 600,000 years ago in a water-filled chamber heated by magma. They reach upwards of 37.4 feet long and 3 feet wide. The water table was lowered for mining in 1985 and the cave was accidentally discovered by miners in 2000.
Risk Factor: Heat stroke and, amazingly, drowning! A temp of 122 degree F + nearly 100% humidity = air condenses in your lungs without the right protection. Passed-out tourists had to be carried out of the cave --> tours are hard to come by.
Reflections from a visitor: "You know, there would be worse places to die"
More info here