Kilborne Hole is exactly that; a hole. It's about a mile and a half across. It was formed when an underground lava flow met with an underground aquifer and the steam blew out.
It's off Country Road 11 in the Santa Teresa Desert. There are a number of other marked Country Roads in the area. Some are nothing more than goat trails, others are unmaintained dirt roads. If you come from the south, take a right onto CR A008 (there's a "Lots for Sale" sign at the turn) off RT 9, then right onto CR11.
Here's a link to some pictures: http://s861.photobucket.com/albums/a...lborne%20Hole/