Physical inclusion of small molecules in larger structural lattices is well known in the crystalline state and is a common feature of the chemistry of zeolites. In the liquid state, a variety of synthetic macrocyclic molecules are available to complex and contain smaller guest species. An alternative strategy for binding is explored: assembly of cavity-forming structures from small subunits. Encapsulation of small guest molecules such as methane can be achieved with a synthetic structure that assembles reversibly through hydrogen bonding.