This Perspective reviews a new class of surface-enhanced Raman scattering (SERS) nanoparticle substrates defined by their three-dimensional (3D) confinement of localized electromagnetic fields. First, we describe the critical design parameters and recent advances in nanofabrication to create reproducible nanoparticle assemblies for SERS. Next, we highlight a promising platform—gold nanopyramids—for testing how the local arrangement of particles in an assembly affects the overall SERS response. The dimensions and optical properties of the nanopyramids can be tuned easily, and their unique anisotropic shape allows them to be organized into different particle configurations with 3D Raman-active volumes. Because of their large hot-spot volumes, this unique class of nanoparticle substrates offers an attractive alternative for ultra-sensitive sensors and trace chemical analysis.