First of all, the directions to get there really don't get you there, we did a little bit of wandering along the way, so please be sure to follow my directions at the end of the post.
There's a whole lot of history associated with Sand Cave, but to be honest it seems to be one of the least visited places we've been. There are no real signs pointing the way, and the only other people we saw were locals on four wheelers. There isn't even a place to park, you literally have to just pull off the side of the road as far as you can (luckily, the only traffic coming through besides you will most likely be someone from one of the three houses in the immediate vicinity.)
Once you park, you walk down a well used (by ATV and horses, anyway) mostly sand pathway. There are various paths leading off of it, but you will easily tell the difference between them and the main, which you will stay on most of the way. You will come to an opening, where there is a 'Natural Area' sign on the right. Just past this sign the trail will split, and you can actually take either path. The one to the right hugs the bluffs and you won't see the cave until you are literally in front of it. The other path to the left goes around down hill a little, then rounds back up into the front of the cave. We ended up following the bluffs there, then following the other trail out (because we saw a copperhead snake on the first trail.) It's basically the same distance,ones just a little more out of the way.
Once you get to the cave it's pretty amazing. We've been to alot of sites around Southern Illinois, and this is the first real cave we've visited. Yes, we've been to cave-in-rock, but this is so remote and seems so much more natural, for lack of a better word. There's so few people, and there's no graffiti to spoil the view. We did meet up with some people on ATVs, so at least you can see the size of the cave in relation to the four wheelers.
It's a huge mouth carved into the face of the bluff, and the cave actually goes back into the bluff around 100 feet. There's a nice round rock right int he middle of the cave, I have no earthly idea how it got there or where it came from, but it's a pretty neat spot for a rest and a picture.
History is supposed to be pretty extensive here, though I had trouble finding much on it. I did read that Indians were supposed to reside in and around the cave for some 12,000 years, and also that the cave was used to hide slaves moving along the Underground Railroad. In fact, Miller Grove, the community nearby where the slaves were taken into, was used int he escape plan of Eliza in Harriet Beecher Stowe's Uncle Tom's Cabin.
You can follow the bluff beyond the cave, but we did not, as we had other places on the itinerary for the day. The cave is actually only about a mile from the entrance, and it's a really easy trail to hike, it's one I really recommend. Plus, there's a ton of other things to do and see in the area. This is the harts of Shawnee forest, and within just a few miles driving distance there is Natural Bridge, Bell Smith Springs, Burden Falls, and Jackson Falls, depending on which way your heading. You could spend all day out this way and see something completely different in each place.
From I-57 South-
Take exit 44 and merge onto I-24 east towards Nashville.
Take exit 16 for IL- 146 towards Vienna/Golconda. Turn left onto IL-146.
Go through Simpson and past Robbs, turn Left onto Cedar Grove Rd. There will be a fairly large white sign for the church on the left side of the road, it's kind of hard to miss.
Turn right onto Sand Cave Road. It is actually marked as such. This is the last road right before the church, you will see the churches blue roof and spires.
Google maps will tell you to turn right after Sand Cave rd, but this is false. You will just go straight down the road (go slow!!) until it splits. Right after the big house on the right there's a driveway on the right, but literally it's just a long driveway. Don't go down it. Park on the left side of the road by the light pole right after the big house. The road stops there and that's where you start walking. Don't try and drive down it!