Recent measurements by the Rosetta mission instruments determined that the comet it has been studying intensively, 67P/Churyumov-Gerasimenko, doesn't have big holes or caves in its interior. Rather, the whole thing is like a big hard-frozen dusty snowball.
Inside Rosetta's comet
"The most reasonable explanation then is that the comet's porosity must be an intrinsic property of dust particles mixed with the ice that make up the interior. In fact, earlier spacecraft measurements had shown that comet dust is typically not a compacted solid, but rather a 'fluffy' aggregate, giving the dust particles high porosity and low density, and Rosetta's COSIMA and GIADA instruments have shown that the same kinds of dust grains are also found at 67P/Churyumov-Gerasimenko."
It seems to me that this also explains how easy it is for the Sun's radiation to blast off ice and dust from a comet's fluffiness, creating the gas-dust tails that stretch for millions of miles behind it, and also creating the beauty of a comet in the night sky. Wish we had a few more big ones to look for, but a new big and bright one could head sunward at any time.