Various techniques including plasma-are, laser ablation, and chemical vapor-phase synthesis have been employed to produce bulk amounts of non-carbon (such as boron nitride, BN) nanotubes with some success, but in general the yields are low. We describe a new high-yield plasma-are method that easily and reliably produces macroscopic amounts of pure BN nanotubes. Interestingly, the method produces almost exclusively double-walled nanotubes; these in turn self-assemble into BN nanotube bundles or ropes. Our synthesis method also produces BN-coated crystalline nanoparticles, whose cores can be preferentially etched leaving behind hollow BN 'nanococoons'.