Dark and elliptical, coronal cavities yield important clues to the magnetic structures that cradle prominences, and to the forces that ultimately lead to their eruption. We review observational analyses of cavity morphology, thermal properties (density and temperature), line-of-sight and plane-of-sky flows, substructure including hot cores and central voids, linear polarization signatures, and observational precursors and predictors of eruption. We discuss a magnetohydrodynamic interpretation of these observations which argues that the cavity is a magnetic flux rope, and pose a set of open questions for further study.