It's a Bloodmoon thing. They usually have about 10 spawners in them and have loot at the bottom. It's the reason why people have a lot of spawners.

 

Any Idea whats in the chests? Good loot or just random stuff like desert temples?

 

It's just stuff that appear in normal dungeons. The spawners are the only good thing about it.

Also, you can't destroy the stone/wood/other stuff in there. You can only destroy fences, rails, spawners and chests(I think you can destroy chests...).

 

I haven't really had time to check out the new blood moon
looks cool though ;)