About the location (from Wiki):
Batu Caves is a limestone hill, which has a series of caves and cave temples, located in Gombak district, 13 kilometres (8.1 mi) north of Kuala Lumpur, Malaysia. It takes its name from the Sungai Batu or Batu River, which flows past the hill. Batu Caves is also the name of the nearby village. The cave is one of the most popular Hindu shrines outside India, dedicated to Lord Murugan. It is the focal point of Hindu festival of Thaipusam in Malaysia.

The limestone forming Batu Caves is said to be around 400 million years old. Some of the cave entrances were used as shelters by the indigenous Temuan people (a tribe of Orang Asli). As early as 1860, Chinese settlers began excavating guano for fertilising their vegetable patches. However, they became famous only after the limestone hills were recorded by colonial authorities including Daly and Syers as well as American Naturalist, William Hornaday in 1878. Batu Caves was promoted as a place of worship by K. Thamboosamy Pillai, an Indian trader. He was inspired by the ‘vel’-shaped entrance of the main cave and was inspired to dedicate a temple to Lord Muruga within the caves.

Batu Caves is also the centre of rock climbing development in Malaysia for the past 10 years. Batu Caves offers more than 160 climbing routes. The routes are scattered all around the side of Batu Caves, which is made up of limestone hills rising to 150 m. These climbing routes are easily accessed as most crags start from ground level.

Batu Caves is 13 km from Kuala Lumpur City. The easiest way to reach Batu Caves is by Komuter train from KL Sentral station. It costs RM 2 for one way journey. You can also take a taxi, which would cost 20-25 RM from KL Sentral (insist for meter ride). You can also reach Batu Caves by bus 11/11d Buses from Bangkok Bank Terminus (Near to Puduraya Terminus) or Bus U6 from Titiwangsa.

Movies shot at this location:
Seval Kodi Parakkudhada song from Billa 2007 (Tamil)
Scene before Anaganaga song from Boss