Cappadocia

In 1907, French clergyman Guillaume de Jerphanion in the Gὃreme Valley in Cappadocia found nearly 350 churches carved into the rock.

An excerpt from the article 23 facts about Cappadocia
The churches are small, accommodate a few dozen worshippers, and are decorated with frescoes, the oldest of which date back to the 9th century. Most are carved high into steep rock walls.