Cavity optomechanics allows the parametric coupling of phonon- and photon-modes in microresonators and is presently investigated in a broad variety of solid-state systems. Optomechanics with superfluids has been proposed as a path towards ultra-low optical- and mechanical-dissipation. However, there have been no optomechanics experiments reported with non-solid phases of matter. Direct liquid immersion of optomechanics experiments is challenging, as the acoustic energy simply leaks out to the higher-impedance liquid surrounding the device. Here we confine liquids within hollow resonators to circumvent this issue and to enable optical excitation of mechanical whispering-gallery modes at frequencies ranging from 2 to 11,000 MHz. Our device enables optomechanical investigation with liquids, while light is conventionally coupled from the outer dry side of the capillary, and liquids are provided by means of a standard microfluidic inlet.