Nanostructures with concave shapes made from continuous segments of plasmonic metals are known to dramatically enhance Raman scattering. Their synthesis in solutions is hindered, however, by their thermodynamic instability due to large surface area and high curvature of refracted geometries with nanoscale dimensions. Herein, we show that nanostructures with concave geometries can spontaneously form via self-organization of gold nanoparticles (NPs) at the air-water interface. The weakly bound surface ligands on the particle surface make possible their spontaneous accumulation and self-assembly at the air-water interface, forming monoparticulate films. Upon heating to 80 °C, the NPs further assemble into concave nanostructures where NPs are cold-welded to each other. Furthermore, the nanoassemblies effectively adsorb molecular analytes during their migration from the bulk solution to the surface where they can be probed by laser spectroscopies. We demonstrate that these films with local concentration of analytes increased by orders of magnitude and favorable plasmonic shapes can be exploited for surface-enhanced Raman scattering for high-sensitivity analysis of aliphatic molecules.