There are many caves all over Thailand and I have visited a few like Erawan Cave in Loei province and the Pha Nang Khoi Cave in Phrae province. But this are very well taken care caves under control of a government organisation like de Department for National Parks of Thailand. They have walking paths, lights and signs. Many caves on the other hand are just what they are caves, no lights, no paths, no signs, no supervision. And for me and probably most people the fear of getting lost in a cave is what stops me from going into it alone, although I am naturally attracted to caves. But for other people caves are an calculated adventure, or at least that is they way I see it. And it is their hobby to explore and survey caves, anywhere in the world. Also in Thailand and most official cave survey in Thailand have been done by people from England, Australia and Thailand. And there is a great website that shows all information about Caves & Caving in Thailand. Be aware that this website is made for caving people, who love the fear of caves and who enter caves prepared and with an almost scientifically approach.
Warning : If you are not an experience caver do NOT enter an un-supervised cave alone! Find yourself an experienced guide (park ranger) who knows the cave. Who knows where to go, where not to go and how to get out. You would not be the first person to get lost in a cave in Thailand. And some have never been found.
In Thai a cave is called Tham, like the Tham Pha Phueng in Nan province, North Thailand. This cave is with 476m the deepest cave of Thailand. And unfortunately this an un-supervised cave. And on the border of Nan province and Phayao province is Tham Sakoen National Park where are a few caves.