The phenomena of concentration and cavitation in the Riemann solutions of the relativistic Euler equations with non-ideal isothermal dusty gas are considered. The Riemann problem is solved first, and the solutions consisting of rarefaction waves and shock waves are obtained. Then, by the vanishing pressure approach, we investigate the limiting behaviors of Riemann solutions and observe the concentration and cavitation phenomena. It is rigorously proved that as the dusty gas pressure vanishes with double parameters, the solution containing two shock waves and two rarefaction waves respectively converges to the delta-shock wave and vacuum state of the pressureless relativistic Euler equations.