In 1974 a Neolithic bowl was discovered in the cave, one of many examples which prove that the cave was known to prehistoric man. Another would be the recently discovered cave art depicting an ibex drawn in charcoal on one of the cave walls. It has been dated to the solutrean period (15,000 to 20,000 years ago) based on the style used. However, since two Neanderthal skulls have been discovered in Gibraltar, it is possible that they were among the first to set foot in the cave around 40,000 BC.

During the Victorian era the cave was used as a venue for picnics, parties, concerts, weddings and even duels. The caves would be decorated for many of these events and even illuminated for distinguished visitors by soldiers who would perch on stalagmites with torches.

The first official archeological excavation of the cave was carried out in 1867 by the Governor of the military prison, Captain Brome. He discovered numerous prehistoric artifacts such as stone axes and arrow heads, shell jewelry, bone needles as well as a large collection of pottery. Despite his archeological efforts, Brome's unauthorised use of prisoners' labour eventually cost him his job.

Officers looking for adventure during quiet times of service, would pass their time exploring the many passages within the cave system. Sometime before 1840, Colonel Mitchell accompanied by a second officer got lost in the caves and were never seen again. Their disappearance led to extensive explorations of the cave system in 1840, 1857 and 1865, but no evidence of the officers' whereabouts was found. Further exploration was carried out between 1936 and 1938, when a scientific expedition was mounted and every known part of the cave system was explored but again no human remains were found.

The Cathedral Cave was long thought to be bottomless, making St. Michael's Cave the subject of one of Gibraltar's most famous legends. It was believed that the cave is one end of a subterranean Ley tunnel over 15 miles (24 km) long which passes under the Strait of Gibraltar. Legend has it that the Barbary Macaques entered The Rock from Morocco this way.
As the Rock of Gibraltar was thought to be one of the legendary Pillars of Hercules, the Ancient Greeks also believed the cave be the Gates of Hades, an entrance to the underworld.

http://en.wikipedia.org/wiki/St._Michael%27s_Cave