This the the temple of Queen Hatshepsut and it lies between the Valley of the Kings and Queens. She built the temple for herself, and no one was ever buried there. There are lots of caves dug all around the mountain, but supposedly nothing is in them.
Hatshepsut ruled Egypt for a while and was buried in the Valley of the Kings. Towards the end of her reign she changed her appearance to look more like a man. Weird. Here are some of the painted/carved walls outside of the temple.