Visited 17th April 2003: I thought that a visit to Pembroke castle was going to be a break from prehistory, but there's no escaping it. The Wogan is an enormous cave underneath the castle, which was incorporated into the defences in the thirteenth century. It was used intermittently as a shelter from the Palaeolithic period to the Mesolithic. It's likely that it was also used during the Bronze Age.
The cave is enormous, and impossible to photograph with a conventional flash. There's a spiral staircase leading down to it from the castle, and something called a watergate (i.e. a big wall) blocks the original entrance except for a gate and a window.
As well as the Wogan, there's an Iron Age connection up on the surface. It's widely believed that the castle was built on the site of a promontory fort. The original defensive ditch that the castle used, and by implication the fort, was subsequently filled in. This makes it impossible to prove or disprove the Iron Age fort theory without digging up the site.
You have to pay to get into the castle to visit the Wogan, but it's a great castle, so I'd recommend it.