Bristol University's Goldney Hall, built in 1714, is set in ten acres of formal and wild gardens and is English Heritage listed.
The gardens were laid out by Thomas Goldney III and in recent years much work has been done to restore them in the spirit of his original design. The shell-lined grotto, a Grade 1 listed building, is widely valued for its unusual atmosphere and construction.
"In the summer of 1737, Goldney began on the first important and central part of his garden scheme, the construction of a grotto. The grotto took 27 years to complete and is lined with shells, fossils, corals and semi-precious stones. The grotto consists of 3 chambers, parted by pillars encrusted with quartz crystals. There are over 200 species of shell brought back from such locations as the Caribbean region. The central chamber houses a large plaster of paris lion with his lioness sitting in a den behind. The two other chambers consist of a sea god seated with water running from an urn over giant clams into a pool and finally a small wooden door that leads to a tunnel leading out onto the gardens." Link
Apparently the grotto is included in the annual Open Gardens scheme -- I'd recommend a visit if you can!