There are currently three different types in the game:
Solid Pyramids Edit
Are spawned in Deserts. These are solid and have no entrance. The entire interior is solid brick.
Hollow Pyramids Edit
Can be spawned by the Player, using the Brick Builds menu.
Treasure Pyramids Edit
Are spawned in Deserts. They have a treasure room on the top floor consisting of an Item Chest and two Treasure Chests. Skeletons are sometimes spawned inside these pyramids, "protecting" the treasure.