Here, we investigate the complete drying of hydrophobic cavities in order to elucidate the dependence of drying on the size, the geometry, and the degree of hydrophobicity of the confinement. Two complementary theoretical approaches are adopted: a macroscopic one based on classical capillarity and a microscopic classical density functional theory. This combination allows us to pinpoint unique drying mechanisms at the nanoscale and to clearly differentiate them from the mechanisms operational at the macroscale. Nanoscale hydrophobic cavities allow the thermodynamic destabilization of the confined liquid phase over an unexpectedly broad range of conditions, including pressures as large as 10 MPa and contact angles close to 90°. On the other hand, for cavities on the micron scale, such destabilization occurs only for much larger contact angles and close to liquid-vapor coexistence. These scale-dependent drying mechanisms are used to propose design criteria for hierarchical superhydrophobic surfaces capable of spontaneous self-recovery over a broad range of operating conditions. In particular, we detail the requirements under which it is possible to realize perpetual superhydrophobicity at positive pressures on surfaces with micron-sized textures by exploiting drying, facilitated by nanoscale coatings. Concerning the issue of superhydrophobicity, these findings indicate a promising direction both for surface fabrication and for the experimental characterization of perpetual surperhydrophobicity. From a more basic perspective, the present results have an echo on a wealth of biological problems in which hydrophobic confinement induces drying, such as in protein folding, molecular recognition, and hydrophobic gating.