1) Stack together pile of appropriate static rock meshes (watch for collision, you dont want players getting stuck)
2) http://udn.epicgames.com/Two/ExampleMapsCaverns.html This technique can also be applied in mapping for UT3
3) Mix them both. Also, in Unreal Editor, open up stock maps like WAR-PowerSurge, WAR-Floodgate. These imo are the best examples.