Lot's of bad places
I assume you mean a dental cavity
This can cause an abscess if untreated and can spread to your sinuses and even your brain (upper jaw) or all the way down to your heart
(lower jaw). Lest we forget, tutankhamun, the boy-king of egypt ("king tut") was thought to have died of a brain abscess
from a cavity. Go see your dentist!
Answer assisted by David Miller, Medical Student