Exclusive, incredible and expensive – staying there will cost you about $1,600 per night. Nestled into a living cave, Beckham Creek Cave Lodge, is a 6,000 sq. ft. lodge with every modern amenity you can imagine, wrapped into a natural cave. The cave hotel is in the Ozark Mountains just minutes from the Buffalo National River. There are cavernous ceilings, walls of rock and a natural waterfall in the center of the main room.