Lava tubes form when the surface of a lava flow cools but underneath keeps on flowing because it’s hotter under there: over 1090 ºC (2000 ºF), in fact. Quite toasty indeed. When the volcano stops erupting, the lava drains away, leaving behind a tube.
Thurston lava tube is big enough to walk through.
Hawaii National Volcanoes Park, Hawaii (The Big Island)