The St. Phillip Parish Grotto Shrine and Wonder Cave at Rudolph, Wisconsin, is another marvelous site worthy of a visit. It contains almost forty structures, including grottos and shrines to God and country. Unlike Redemption or Dickeyville, however, it is constructed primarily of native rock and is bedecked with mature trees and extensive floral gardens. A unique feature is the Wonder Cave, an enclosed pathway one-fifth of a mile long, with dozens of religious statues and plaques.

This grotto was primarily built by Philip Wagner, who was born in Iowa and went to Europe to study for the priesthood. While there in 1912, he became very ill and visited the Our Lady of Lourdes shrine in France, a well-known healing spot that inspired him. Recalling that in 1950, he wrote, "My health having failed, I prayed devoutly to Mary amidst the quiet and beauty of the place. Should it be restored, I promised to build sometime, somewhere, a shrine in her honor."

Wagner fulfilled that promise by beginning to build the Rudolph grotto in 1928 and working until his death in 1959. Edmund Rybicki began assisting Wagner as a fourth grader and worked until his death in 1991. Like the others, they let the structure develop intuitively as they worked. While this grotto is not as flashy, its natural beauty is a strong counterpoint to the other two major grottos.