Check out these awesome videos of cavers rappelling Into Valhalla Cave Preserve in Jackson County Alabama. Alabama offers many caves and a great amount of sink holes and open pit caves. Jackson Count Alabama has an abundant amount of open pits and one of the top destinations for caving and Rappelling. Valhalla Cave Preserve Alabama is managed by the Southeastern Cave Conservancy, Inc.. View more about Valhalla Cave Preserve in Jackson County Alabama.