Recently, scientists discovered a chamber in the Khufu Pyramid using cosmic-ray imaging, which detects subatomic particles shot into the rock. It can be imagined as an X-ray image, albeit with lower resolution.
Now the question is whether it is a single chamber or a series of different rooms. The discovery is certainly mysterious, and nobody knows for sure what the chamber was actually used for. In general, it is believed that pyramids contain voids to relieve the weight on the stones and prevent collapse.