Inevitably, I have 84's Ocean Rain, their best by some margin. The cover sees them in a rowing boat in the middle of a mysterious looking cave somewhere. It was taken by Brian Griffin, who photographed scores of bands in the 80s (and who I had the pleasure of meeting in Beijing a few years ago; see this post).
I wondered where the cave was. It's not named on the sleeve, but a quick google revealed that it's Carnglaze Caverns just four miles west of Liskeard. It's not a natural cavern. It was a slate mine, the rocky outcrop hollowed-out through explosives & extraction over several decades.
The warehouse in front was turned into a house and by 1984 it was the holiday home of Jake Riviera (Stiff Records, managed Elvis Costello, still manages Nick Lowe etc). I'm not quite sure of The Bunnymen connection. The couple who own & run the place now, and who bought it off Riviera, say he managed them but I don't think so; surely it was still Bill Drummond at that point. Anyway, McCullough and co ended up in a rowing boat, the walls were floodlit in blue and the rest is history.
The Caverns are now a modest tourist attraction, not up there with nearby Eden Project, Lost Gardens of Heligan or Lanhydrock (in fact grandmum had never heard of them, and she's just down the road), but there was a steady trickle of visitors when I was there, some of them I'd wager for the same reason as me.
Inside, they also host weddings and concerts. The Bunnymen never played but British Sea Power, Embrace and a host of cover bands have.