A method to fabricate all-in-fiber liquid microcells has been demonstrated which allows for the incorporation of complex hollow-core photonic crystal fibers (HCPCFs). The approach is based on a mechanical splicing method in which the hollow-core fibers are pigtailed with telecoms fibers to yield devices that have low insertion losses, are highly compact, and do not suffer from evaporation of the core material. To isolate the PCF cores for the infiltration of low index liquids, a pulsed CO2 laser cleaving technique has been developed which seals only the very ends of the cladding holes, thus minimizing degradation of the guiding properties at the coupling region. The efficiency of this integration method has been verified via strong cascaded Raman scattering in both toluene (high index) core capillaries and ethanol (low index) core HCPCFs, for power thresholds up to six orders of magnitude lower than previous results. We anticipate that this stable, robust all-fiber integration approach will open up new possibilities for the exploration of optofluidic interactions.