Is it possible at all to save a physics cache with a .blend file, so that when I open it back up, I won't need to cache it again?
P.S. I do understand the implications, that the .blend size can be huge.
When doing simulations in blender the results will be cached as you play through the animation. Most simulations will only keep the cache data in RAM until the blend file is saved, when you will get an option of saving the cache to a folder located next to the blend file.
While each simulation has it's own variations, the most common simulation cache options are -
By ticking the Disk Cache option the simulation data will be saved to a folder called
blendcache_caching, if you give a name to the item in the list by Ctrl clicking it will be used as the beginning of each filename otherwise a random number will be used to distinguish each simulations data in the cache.
There are some exceptions to this. Rigid body caching is only saved within the blend file. Smoke and fluid caches are always disk based. Fluid, dynamic paint, and ocean modifier simulations use their own cache folder that you can rename if you wish.
While the Disk Cache option is only available after you first save the blend file, fluid and ocean caches will initially be saved within
c:\tmp on windows if the simulation is run before the file is saved. These temp file caches can be manually moved and adjusted in the cache settings if you bake before saving.