Much of KL is built on limestone and there are many cavities underground. One estimate is that a third of Kuala Lumpur is built on limestone bedrock. Sinkholes tend to occur with such a geological formation.
One sinkhole occurred on the morning of 2 July 2014, at the junction of Jalan Pudu - Jalan Imbi - Jalan Hang Tuah. This is the junction of the old Pudu prison, Police HQ and Times Square. According to the Malay Mail the sinkhole was said to be 20 m deep.
The cause was said to be a burst water pipe. It happened mid morning so it was lucky there were no casualties. The collapse covers a 19 m stretch and is just 20 m from the elevated monorail.
Photos taken from Malay Mail
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The hole was filled with sand, The Star 4 July ; Malay Mail 4 July 'Sinkholes repair at Jalan Imbi almost completed'.
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There was a smaller sinkhole earlier in the year at Bukit Bintang on 26 April 2014, on Jalan Bukit Bintang between Chulan Square and the Jalan Tun Razak intersection. Yahoo report.