Fox Cave is located on East Highway 70 between Roswell and Alamogordo, near Ruidoso, New Mexico. It was once used as a hideout by William H. Bonney, better known as Billy the Kid and also known as Henry Antrim, a 19th-century American gunman who participated in the Lincoln County War and became a frontier outlaw in the American Old West. Originally known as "Ice Cave" in the late 1800s and early 1900s, the rocks of Fox Cave are primarily micritic limestone.