The Holes Around Mars by Jerome Bixby, Science Fiction, Adventure (Hardcover) (ISBN-13: 9781463896102)

Allenby, in command of the Mars I, was first to set foot outside the ship. He took his "one small step for man" -- and found himself staring at the rock in front of him. It was about five feet high. Ordinary granite -- no special shape -- and several inches below its summit, running straight through it in a northeasterly direction, was a neatly round four-inch hole.

He made a pun and grunted.

"Well, I'll be," said Janus, our photographer. "A hole."

"In a rock," added Gonzales, our botanist.

"Round," said Randolph, our biologist.

"An artifact," finished Allenby softly.

Before we were done we'd found similar holes all over the surface of the planet.