Step 1: Understanding the Concept:
Nanomaterials are grouped by how many of their dimensions are larger than 100 nm. A 0D material has all three dimensions below 100 nm.
Step 2: Check each option:
Nanotubes are long in one direction (length in micrometres) so only two dimensions are nano. Nanowires are also long in one direction. Thin films are nano in thickness only, one dimension. Nanoshells are small spherical particles with a core and shell, and all three dimensions are in the nano range.
Step 3: Conclusion:
Nanoshells are the material with all three dimensions below 100 nm.
Final Answer:
Only nanoshells have all three dimensions below 100 nm.
\[ \boxed{\text{(C) }\text{Nanoshells}} \]