There are two Large Holes near Alkharj City .Rumor is that they have been created due to fall of an asteroid .Not sure whether it is true or not however the Place is a must see .The holes are so deep that you can't see the bottom .It is kinda scary as well as there is no support wall or fence .
To get an idea ,you can see these Videos.
To reach this ,you have to go to Alkharj and follow the board saying "Ayun AlSeih" .If you go from Riyadh ,it is before entering Alkharj City. When you see Rajhi bank on your left ,Turn to King Abdullah Road on right and go all the way till you see a round About pointing to this location .It is end of the road so it is easy to find.
You can only see it during day light as there are no arrangements to see during night .