Genesis 19:17-19, 30

And as they brought them out, one said, “Escape for your life. Do not look back or stop anywhere in the valley. Escape to the hills, lest you be swept away.” And Lot said to them, “Oh, no, my lords. Behold, your servant has found favor in your sight, and you have shown me great kindness in saving my life. But I cannot escape to the hills, lest the disaster overtake me and I die.

Now Lot went up out of Zoar and lived in the hills with his two daughters, for he was afraid to live in Zoar. So he lived in a cave with his two daughters.