This contribution describes the self-assembly of colloidal nanodumbbells (NDs) with tunable shapes within cylindrical channels. We present that the intrinsic concave geometry of NDs endows them with peculiar packing and interlocking behaviors, which, in conjunction with the adjustable confinement constraint, leads to a variety of superstructures such as tilted-ladder chains and crossed-chain superlattices. A mechanistic investigation, corroborated by geometric calculations, reveals that the phase behavior of NDs under strong confinement can be rationalized by the entropy-driven maximization of the packing efficiency. Based on the experimental results, an empirical phase diagram is generated, which could provide general guidance in the design of intended superstructures from NDs. This study provides essential insight into how the interplay between the particle shape and confinement conditions can be exploited to direct the orientationally ordered assembly of concave nanoparticles into unusual superlattices.