MenegrothMenegroth - The first great Elven realm of Middle-earth was the Sindarin kingdom of Doriath.  When the Sindar broke off from the rest of the Teleri, they settled in the highlands of Beleriand.  There along the Esgalduin River was built the glorious capital of Menegroth.  But not by the Sindar alone.  It was a mountainous region and they employed their newfound friends, the Dwarves, to dig into the living rock.

 

"Therefore the Naugrim (Dwarves) laboured long and gladly for Thingol, and devised for him mansions after the fashion of their people, delved deep in the earth.  Where the Esgalduin flowed down, and parted Neldoreth from Region, there rose in the midst of the forest a rocky hill, and the river ran at its feet.  They made the gates of the hall of Thingol, and they built a bridge of stone over the river, by which alone the gates could be entered.  Beyond the gates wide passages ran down to high halls and chambers that were hewn to the living stone, so many and so great that that dwelling was named Menegroth, the Thousand Caves." ~The Silmarillion, chap. 10 (Of the Sindar)