In the far northwestern corner of Kansas is a little known area called the Arikaree Breaks, a finalist for the Eight Wonders of Kansas. These arid "badlands" were formed from the erosion of soft glacial sediments into deep ravines and vertical cliffs along the Arikaree River, which flows from Colorado into Nebraska across Cheyenne County. Drive this part of the Land and Sky Scenic Byway to view landscapes, fauna and flora not seen in other parts of the state. Horse Thief Cave is one of several caves in the area. I recommend catching lunch at the Fresh Seven Coffee shop in St. Francis.
Maps, photos and suggested drives at: Arikaree Breaks - Cheyenne County, Kansas (kansastravel.org)
See additional information for trip planning:
Arikaree Breaks Wildlife Drive (naturalkansas.org)
Arikaree Breaks | GeoKansas (ku.edu)