Metal nanoparticles supporting localized plasmon resonances can be understood as optical antennas that efficiently convert propagating light to confined near fields and vice versa. The near fields are further confined in small nanometric gaps between two coupled nanoparticles. These plasmonic nanocavities can thus greatly enhance the coupling of light and single photon emitters positioned in the gap, as needed to, e.g., build fast single photon sources for quantum information processing. In this work, we investigate methods to create and control these nanocavities with subnanometer accuracy. We first study colloidal plasmonic nanoparticles, separated by a molecular linker, by optical and electron energy loss spectroscopy, and numerical simulations. Motivated by the strong plasmonic enhancements and the strong distance dependence of the arising phenomena, we investigate a scanning probe approach to implement a plasmonic nanocavity, whose gap separation can be actively controlled. We aim to attach a gold nanosphere to a scanning probe tip and thereby control its distance to a second, fixed particle on a substrate in a stable scanning probe setup. The effect of changes of the gap can be monitored by the optical response with a fast single particle spectroscopy technique. To measure the influence of the glass tip on the plasmonic resonance beforehand, we scan the bare tip across a plasmonic particle. Recording the particle plasmon scattering spectrum for each tip position allows us to observe spectral resonance shifts concurrent with changes in scattering intensity and plasmon damping. The results can also be interpreted as local sensitivity maps in the context of refractometric (label-free) biosensing. Finally, we implement a particle pickup procedure to create actively controlled nanocavities, and investigate the benefits and the challenges of this approach.