The eastern Mediterranean is a land so steeped in history (Phoenician, Babylonian, Persian—the list goes on) that nearly every rock-strewn trail reveals a story of trade, conquest, and religion. Slip into the past at Yunak Evleri in Turkey’s Cappadocia region, once a crossroads for more than a dozen civilizations. Dating back to the fifth century, the hotel’s 30 cave rooms were carved by villagers eager to avoid passing armies (in some places, they dug entire subterranean cities with markets, churches, and monasteries). But don’t expect the austere conditions of yore—the restored rock world of Yunak is softened with big brass beds, Swedish jet stream showers, and other modern comforts (doubles from $160). Tempting as it is to hole up in your plush digs, the greater attraction lies outside: a 50-square-mile swath of volcanic tuff that has eroded into a stark wilderness of spires, gorges, caves, and plateaus. Trek, bike, or horseback ride across the otherworldly landscape. You can’t go far without stumbling upon archaeological sites where, thankfully, no tourist crowds roam.