The Subterraneans

"About 120 miles east of Albuquerque, on the eastern edge of the town of Santa Rosa, N.M., lies a tiny oval of blue water—a spring-fed sinkhole about 80 feet wide and 81 feet deep—known as the Blue Hole. Sometime ago a group of scuba divers dove into the Blue Hole, eager to explore every nook and fissure of the smooth-walled sinkhole. After climbing out, they realized one of their divers had disappeared. Six months later, the body of that diver finally surfaced, but not in Santa Rosa. It was discovered, the story claims, in Lake Michigan—more than a thousand miles away—naked, waterlogged and with much of its skin scuffed off, as if it had been pushed and scraped through miles of rocky tunnels." The one, terrible word BLDGBLOG was gouged into his flesh...

(Story via Warren Ellis; image via Wikipedia).