The River Caves is a short but spectacular canyon in the upper reaches of Budgary Creek. It has no abseils, and the water in the canyon is knee-deep at its deepest, so can be done as a bushwalk. It is good in late spring as there is often a profusion of wildflowers about.
Park at the Natural Bridge car park. See Newnes Plateau & South Wolgan Fire Trails for information on how to drive to the starting point. From the locked gate at the Natural Bridge car park, walk along the fire trail to the Natural Bridge, which is just an obvious saddle. Head left on a scrubby track that leads down into the gully. This can be difficult to follow, but mostly stays on the east (right) bank. Just over a kilometre of walking brings you to the main creek junction. Head left, and the canyon starts about 50m upstream.
There are no abseils in the canyon, but you will probably get wet up to about knee or thigh deep (you can get wetter if you want). The canyon has a few short sections, with a wide stream bed under high narrow walls.
The canyon ends at the creek junction. Turn left, and after about 150m, head left up a steep gully through a break in the cliffs. At the top of the cliffs, head up to the ridge, and then up along the ridge back to the fire trail. Left on the fire trail brings you back to your car.