The formation of hollow molecules (with a completely empty K shell in one constituent atom) through single-photon core double ionization has been demonstrated using a sensitive magnetic bottle experimental technique combined with synchrotron radiation. Detailed properties are presented such as the spectroscopy, formation, and decay dynamics of the N(2)(2+) K(-2) main and satellite states and the strong chemical shifts of double K holes on an oxygen atom in CO, CO2, and O2 molecules.