Without hiking way up into the mountains (to the Priest Hole on Dove crag for example), there's not much near Penrith I can think of. Cowrake Quarry you could probably get away with if you use a tarp between trees, but watch out for dog turds, johnnies etc. Nearest decent sized caves are the slate ones such as Millican Dalton's cave in Borrowdale, which has a tendency to occasionally shed blocks from the ceiling (don't light fires in there, some say the heat from them causes it). Nicest one would be Millican's cave (he lived in it for a good few years!), short walk from Grange in Borrowdale. Assuming you're not squashed by a huge block of slate.
