The amazing Glacier Caves of Iceland were formed by melting ice due to geothermal activities (Iceland is richer in geothermal activity than any other country) other glacial Caves are caused by the Glaciers movement and water flow. Glacier Caves are sometimes (mistakenly) called “ice caves” (which are actually rock-caves that contain year-long ice).
Some of the Glacier caves are hidden and small while other caves reach up to several kilometers, like the one in Vatnajökull glacier which is almost 3 km long!
In summertime Glacier Caves are potentially very dangerous, in the past some have Suddenly collapsed killing visitors.
It is better to visit during winter when temperatures are low enough to enter safely, and always use a local guide.
For more information visit Wikipedia – Glacier caves
Google map of Vatnajökull glacier