La grotta del Mitreo
TNMM 39
The Grotta del Mitreo lies on the slopes of Mount Ermada, overlooking the area where the river Timavo resurfaces after vanishing underground at Škocjan (ancient San Canziano) in present-day Slovenia, following a subterranean course of approximately 38 kilometres. Although the sanctuary was destroyed in the 5th century, several structural elements remain visible, including votive niches and the lateral benches where initiates would have gathered during ritual ceremonies. The location, in a natural cave close to the river’s resurgence, forms a significant part of the site’s setting.
Located roughly two kilometres from the Timavo springs, the cave at Duino preserves the core layout of a Mithraic shrine. At its centre stand two parallel benches and a square limestone block that functioned as an altar. Along the lower wall, a relief set between two columns depicts the tauroctony, the central iconography of the Mithraic mysteries. Archaeological findings from the site include around 400 coins, oil lamps, numerous ceramic vessels, and several small votive altars, attesting to sustained ritual activity.

Comments
If you are in the area you can take a guided tour of the temple and it's surrounding area. This tour is described in detail on this page:
http://www.duinotourism.it/index.php?option=com_k2&view=item&id=1212:il-mitreo&Itemid=7&lang=en
There is also much more info here: http://www.gssg.it/index.php?module=subjects&func=printpage&pageid=28&scope=all (in italian)
According to wikipedia, mithraists always preferred natural caves to building things or expanding existing things so probably this area, known as the Carso, or Karst, is perfect for the original construction and long term preservation of this kind of temple in caves. They must have jumped for joy when they heard there was a mysterious river that popped out of the ground. I can't think of a better place for a mithra temple 🙂