Soak in a hot spring inside a rock cave
A few onsen sit inside caves, some worn into the rock by the sea or a river and some dug out by hand, so you soak in a dim stone pool that feels like a small expedition. All of them are far from Tokyo, Kyoto and Osaka, so build one into a longer trip rather than a day trip.
Bokido is a natural cave about 25 meters wide and 50 meters deep, carved by the waves of the Kumano Sea on the Kii Peninsula far south of Osaka, with a hot spring rising inside it. You soak looking out through the cave mouth to the open sea, with waves washing in just beyond the bath. It belongs to Hotel Urashima but takes day visitors: walk about 6 minutes from Kii-Katsuura Station to the pier and ride the hotel's boat across.
A cave bath at Shinmeikan, an inn in the Kurokawa Onsen village in the mountains of Kumamoto, Kyushu, dug into the rock by hand with a chisel by the inn's owner. The women's cave has two entrances, so you can wade through to the other side. Day bathing runs only from late morning to mid-afternoon, and it is one of the baths you can try with Kurokawa's nyuto tegata, a wooden pass for bathing at several inns.
At Kabeyu, in the mountains of Oita on Kyushu, a natural cave opens onto a river, and the hot spring rises through the stones under your feet in the bath. The water is lukewarm, so you can stay in a long time listening to the river. No booking is needed for day bathing, but it is a mixed bath (konyoku, shared by men and women), so women should check the women-only hours before going.