Mars Caves Forged by Volcanoes and Meteors

If Mars looks like a primordial Earth-on-ice, the similarity ends just below the surface where Martian caves are borne not of slow dripping processes but from brief, intensely violent times, say researchers.

It's meteor impacts and volcanoes which are thought to make Martian caves. Lava tubes, like those found near Earth's volcanoes, have been recently identified from Mars orbiting spacecraft. While melted ice by meteor impacts may create all the ingredients for bursts of cavern formation around the impact zone.

http://dsc.discovery.com/news/2007/10/29/mars-caves-geology.html