Ive got a couple of transitions I've made, that I'd be willing to post, but Id like to first make sure people know what theyre getting. In many ways, this one is like the embankment terrains; you have to map it out right or it wont look natural ingame. 

The first is a set of two; dungeon cave to dungeon cave wall, and black to dungeon cave wall. The reason I want to explain this one is that it has been made with my own map in mind, and might not look right to some others. 

First, remember that the black space surrounding the cave wall needs to be at the same z-height as the wall; ie you'd have a 0z cave floor, surrounded by a 20z-high wall, surrounded by 20z black. The transition will work without it, but it wont look quite right. 

Second and most importantly, a tip; we all know how bad mountains look when they slope upwards more than 5z at a time on the NW side. You know, the jagged corners appearance. Well this would also be a problem with any other terrain that sloped up so quickly, such as the dungeon cave walls. Ive built into the transition a way to avoid this, much the same way as coasts do. The tile of dungeon cave in the SE corner, every single one, needs to be exactly 20z below the wall's height. Sounds funny, but dont worry; itll work. Thus if you break from the norm and make a dungeon cave wall, say, 40z high, youll need to actually make the SE corner tiles of the purple 'dungeon cave area' 20z tall. 

In 99% of cases, youll make these walls 20z tall anyway, and none of these issue will come up. Here's a screenshot of a correctly formed map and the results: