A recent US Patent and Trademark office listing reveals that Double Fine has filed for a trademark for "The Cave," whatever that means. Actually, it probably has something to do with their recent Kickstarter adventure game project, which reached its goal of $400,000 in only eight hours. It's currently sitting well over $2 million.
The Patent listing describes it as "computer game software and video game software," so it's definitely not a sex dungeon. Unless it's somehow both. We'll get back to you on that.
It could also have something to do with the game Ron Gilbert is working on within the studio. No doubt we'll hear more soon. Got a better idea than "sex dungeon adventure game"? Let us know in the comments or on Twitter.