Abstract The ability to confine THz photons inside deep-subwavelength cavities promises a transformative impact for THz light engineering with metamaterials and for realizing ultrastrong light-matter coupling at the single emitter level. To that end, the most successful approach taken so far has relied on cavity architectures based on metals, for their ability to constrain the spread of electromagnetic fields and tailor geometrically their resonant behavior. Here, we experimentally demonstrate a comparatively high level of confinement by exploiting a plasmonic mechanism based on localized THz surface plasmon modes in bulk semiconductors. We achieve plasmonic confinement at around 1 THz into record breaking small footprint THz cavities exhibiting mode volumes as low as $${V}_{cav}/{\lambda }_{0}^{3} \sim 1{0}^{-7}-1{0}^{-8}$$ V c a v / λ 0 3 ~ 1 0 − 7 − 1 0 − 8 , excellent coupling efficiencies and a large frequency tunability with temperature. Notably, we find that plasmonic-based THz cavities can operate until the emergence of electromagnetic nonlocality and Landau damping, which together constitute a fundamental limit to plasmonic confinement. This work discloses nonlocal plasmonic phenomena at unprecedentedly low frequencies and large spatial scales and opens the door to novel types of ultrastrong light-matter interaction experiments thanks to the plasmonic tunability.