Colloids with well-defined multicavities are synthesized through the hydrolytic removal of silica cluster templates from organo-silica hybrid patchy particles. The geometry of the cavities stems from the originally assembled cluster templates, displaying well-defined three-dimensional symmetries, ranging from spherical, linear, triangular, tetrahedral, trigonal dipyramidal, octahedral, to pentagonal dipyramidal. The concave surface of the cavities is smooth, and the cavity shallowness and size can be varied. These particles with multicavities can act as "lock" particles with multiple "key holes". Up to n "key" particles can self-assemble into the lock particles via depletion interaction, resulting in multivalent, site-specific, reversible, and flexible bonding.