These natural tunnels are called "subways". This one is in Zion National Park and is generally just called "The Subway". It can be accessed from the top down, a technical canyoneering route, or bottom up, a hike in with many river crossings. When I went in, the NPS site said to expect knee deep crossings, so on the first crossing, as described by the on-line guide I had printed out, I left the top of my waders down. When I was in mid-thigh deep water, I wondered if I had made a mistake, but couldn't put the top up then as my pack was in the way! Fortunately, it didn't get any deeper, and on the way out I found a much better route where I was no more than knee deep on any of the crossings.