We demonstrate a multi-purpose all-fiber design for gas-filled cavities based on hollow core photonic crystal fibers and on a specially designed fiber connector system. The connector system allows to evacuate and to fill the fiber core with a gaseous medium and keeping it pressure-tight. It also allows connecting the hollow core fiber to standard fibers. We demonstrate the flexibility and functionality by realizing three different all-fiber spectroscopic devices. Firstly, a single pass gas cell for linear absorption spectroscopy, secondly, a double pass gas cell and, thirdly, an all-fiber Fabry-Perot cavity for nonlinear saturation spectroscopy.