Structured films with periodic arrays of nanoholes covered by half-cone shells are fabricated via a simple and efficient colloidal lithography method. The designed films show strong polarization dependence in optical transmission. By decreasing the height of half-cone shells the peak shifts and this shift varies strongly for different orthogonal polarizations. Furthermore, the three-dimensional (3D) asymmetric arrays exhibit a pronounced increase in the transmission intensity by changing the direction of the incident light from the half-cone shell (shelter) side to the empty side. Special surface plasmon resonances excited by the unique 3D asymmetric structure are responsible for these novel properties, and the experimental results are in good agreement with numerical simulations. The nanostructured films in this work will be useful for metallic nanophotonic elements in many applications, including surface plasmon enhanced optical sensing and ultrafast optical switching, as well as versatile substrates for surface enhanced Raman spectroscopy, anisotropic wettability and other potential uses.