Footwear systems include: (a) a holding device having an opening; (b) an article of footwear having a sole with a projection that extends through the opening; and (c) another article of footwear having a sole with a cavity into which the projection extends (thereby sandwiching the holding device between the soles). In other systems, the sole of one article of footwear includes two raised areas that fit through two openings provided in a holding device. The two raised areas fit into recessed areas provided adjacent a raised area of another footwear sole (thereby sandwiching the holding device between the soles). The projection(s) and/or raised area(s) on one sole may be sized and constructed so as to tightly fit (e.g., a friction fit) into corresponding cavity(ies) and/or recessed area(s) provided on the other sole, to thereby detachably hold the soles together and/or detachably engage with the holding device.