Seen here is an opening to a long underground channel in which lava once flowed. Enter the pit in Marius Hills!
The first direct proof of openings to subsurface lava tubes on the Moon came from the Japanese lunar orbiter SELENE/Kaguya. Kaguya imaged the pit in the Marius Hills region under different lighting conditions. This allowed to see if the pit is an opening to a longer passage underground or is it just a sink hole.
Turns out much like lava tubes on Earth, the 65 m wide pit seems to be an entrance to a fairly large lava tube spanning 100 meters in height. Later higher resolution images from NASA's Lunar Reconnaissance Orbiter (LRO) confirmed the results. Kaguya spacecraft also bounced radars and saw multiple echos from the pit, indicating a potentially long lava tube underneath, enough to build an entire city inside. Since then, many more pits have been identified, which may be openings to lava tubes.
Such subsurface tubes were once host to lava flows during the time of active volcanism on the Moon. Once the flow ends, the lava drains leaving behind an open cavern. Pits like the above which provide an entry point to a lava tube are formed when the surface above collapses.
Lunar lava tubes are a pristine place to study the volcanic past of the Moon and analyze rock samples untouched for billions of years. Lava tubes on the Moon are also potentially excellent places to build sustainable human habitats since they provide protection from radiation & micrometeorites while also offering stable temperatures.