We personally still haven't tried this, but we've been talking about it for years and definitely need to go one day!
Grotto Mountain in Canmore hides one of Canada's longest and deepest cave systems and many people don't know that you can go there for a caving tour. We feel like it would be such a great activity for a bad weather day in Banff/Canmore area as the tours run year round (the caves have the same temperature year round).