The Mott insulating state is a manifestation of strong electron interactions in nominally metallic systems. Using transport spectroscopy, we showed that an energy gap exists in nominally metallic carbon nanotubes and occurs in addition to the band gap in small-band-gap nanotubes, indicating that carbon nanotubes are never metallic. This gap has a magnitude of approximately 10 to 100 milli-electron volts and a nanotube radius (r) dependence of approximately 1/r, which is in good agreement with predictions for a nanotube Mott insulating state. We also observed neutral excitations within the gap, as predicted for this state. Our results underscore nanotubes' exceptional capabilities for use in studying correlated electron phenomena in one dimension.