Khandagiri and Udayagiri are among Bhubaneswar's essential ancient sites: two neighboring hills cut with Jain caves, inscriptions, reliefs, and monastic cells. The caves are partly natural and partly carved, with the most elaborate sections associated with the early historic period and King Kharavela's era.
Go early, both for cooler weather and for a calmer look at the carvings before the site fills with visitors and monkeys. Udayagiri generally has the stronger sculptural caves, while Khandagiri adds views back over the modern city; together they make a compact but substantial archaeology stop.