Neptune's Cave, or more properly Grotta di Nettuno, Capo Caccia, Sardinia. A huge limestone cave entered at sea level - either by boat (if you are smart), or via 650 steps from the cliff-top car park (if you are masochistic, like us!).
The colours you see in the cave are really determined by the lighting used throughout. This picture was photographed without flash. The orange hue from the lights certainly gives it a very warm feeling, but the rock isn't really this colour!