Find a place where you can place a pantry. In the pictures, an unused closet whose back wall was in the kitchen was used. You may have a similar closet.
Block off your space with a plastic sheet hung from the ceiling down and taped shut; this next bit is very dusty. If you don't, drywall dust will get all over your home. Knock out the drywall with a hammer. In a closet, there should be no wiring or plumbing that will get in the way. Cut the edges with a box cutter or reciprocating saw to neaten.
Measure the empty space. You'll need the height, the width and the depth. Measure in several areas; the insides may not be square.
Design your pantry. Look at what you'll need to put in it and how much space you need between the shelves. If you like to buy large bulk cereal boxes, for instance, you'll need more space. Consider what kind of cooking you like to do. For example, you might like to have a shelf just for your baking goods, like your flour and sugar containers.
Install plywood on the sides, bottom and top of your pantry, securing with screws. If you are more concerned about appearance, you can use a nicer wood or laminate. Also note that if you want to paint or stain this wood, do it before you install it.
Make your shelves. The most difficult thing about making pull-out shelves is making sure they're sturdy enough to hold the weight of groceries like canned goods. These have a fiberboard bottom and sides created from 1-by-2s. Do one shelf at a time, to make sure each one works. Before you attach the pieces together, take the sides of the shelves and rout the outer sides near the bottom to make a groove for the hardware to work properly. Also, rout the inner sides so you can sit the fiberboard bottom tightly inside the grooves.
Put the shelf together, using wood glue and screws. To make the shelf look a little nicer, countersink the screws on the front face. Measure the hole, then cut a piece of dowel in that circumference. Glue the dowel piece into the countersink hole.
Screw the slide-out hardware onto the sides of the cabinets. Take care that this is level. Attach the hardware to the bottom of the shelves. Repeat with as many shelves as you need.
Reinforce the shelves. Doing this is a good idea because they'll hold a lot of weight. Here, 1-by-2 pieces of wood were measured to the correct width, then placed underneath the shelf with metal brackets.
Make a place to store cookie sheets and large pans by attaching a nonsliding shelf. Look at your pans and decide how far apart you want to make the niches. Cut spacers made out of plywood (or wood strips of your choice) and glue them to the top and bottom of this space. Then, measure plywood (or wood of your choice) to make the vertical spacers. Slide in the vertical pieces of wood to create the niches.
Finish the pantry. Add molding to the raw edges of drywall. Add cupboard doors (you may have to adapt off-the-shelf doors or make your own). You could also install a curtain instead.