Jamieson, Fausset and Brown on Hebrews 11:38

38. Of whom the world was not worthy--So far from their being unworthy of living in the world, as their exile in deserts, &c., might seem to imply, "the world was not worthy of them." The world, in shutting them out, shut out from itself a source of blessing; such as Joseph proved to Potiphar (Ge 39:5), and Jacob to Laban (Ge 30:27). In condemning them, the world condemned itself.

caves--literally, "chinks." Palestine, from its hilly character, abounds in fissures and caves, affording shelter to the persecuted, as the fifty hid by Obadiah (1Ki 18:4, 13) and Elijah (1Ki 19:8, 13); and Mattathias and his sons (1 Maccabees 2:28, 29); and Judas Maccabeus (2 Maccabees 5:27).