Hierarchically structured hollow micro/nanomaterials are reviewed and categorized. The 0D multilevel interior structures are classified into macroporous, core@ hollow-shell, multishell, and multichamber structures. Correspondingly, 1D multilevel structures include segmented, wire@tube, multiwalled, and multichannel structures. Some unconventional synthetic strategies are proposed to produce these hollow interior structures. These hollow micro/nanomaterials exhibit outstanding properties that enable them broad applications.