Space. It's big, and it's deep, but as far as we humans here on Earth are concerned, it may as well be a perfectly flat picture painted up there across the sky. It's hard to get much in the way of depth through a telescope, but with a little bit of creativity and artistic license, it's possible to 3D-ify some truly beautiful nebulae.
You can't get a real 3D image without multiple perspectives on the same object, and for most astronomical phenomena outside of our solar system, the Earth doesn't move enough to get us that. You can fake it, though, by making some educated guesses about how things like nebulae are put together, and then tweaking real astrophotos to add artificial parallax like Finnish astrophotographer J-P Metsävainio has done.
This is IC 1396, a nebula that's busily forming brand new stars. The interior probably is hollow like that, because the baby stars in the center are blowing all of the gas outward into the shell that you can see.
J-P has a lot more awesome pics where this came from; we've picked out five of our favorites below, but you can see the rest (and it's definitely worth it) right here.