Using tailor-made colloids and confocal microscopy, Roller et al. study the effect of shape on the glass transition in 3D suspensions of ellipsoidal colloids. Experimental data, supporting simulations, and a theoretical analysis reveal a unique state: liquid glass. In liquid glasses, orientational degrees of freedom are frozen whereas translation is free. Global nematic order is absent. They show that, in the liquid glass state, nematic precursors as hitherto unknown structures exist. In these, nematic order is suppressed by the intersection of clusters of ordered particles with differently ordered particles. Their data thus give insight into the glass transition and reveal an additional state of matter. The latter is expected to also have implications in liquid crystal formation.