The Cave of the Nymphs, or Marmarospilia, is the cave that Homer describes in the Odyssey as the place where Odysseus stashed his treasures when he returned to Ithaca. Whether this is the cave or just a cave is impossible to say — but the geographical fit is reasonable, and it is the closest the island gets to a specific Odyssean site.
The cave lies a short drive west of Vathy, with a small path down to the entrance. Inside it is small, dripping, and gloomy; bring a torch. The atmosphere is more memorable than the geology. Visit at a quiet time and the Homeric atmosphere is easy enough to summon, even if the archaeology is doubtful.