**Core Concept**
The question is testing the student's knowledge of the anatomical characteristics of the bones in the human body, specifically their pneumaticity. Pneumatic bones are those that contain air-filled cavities or sinuses.

**Why the Correct Answer is Right**
The correct answer is **C. Sacrum**. The sacrum is a dense, solid bone that forms the base of the spine and the back of the pelvis. Unlike other bones in the body, such as the maxilla, ethmoid, and frontal bones, which are pneumatic and contain air-filled sinuses, the sacrum does not have any air-filled cavities.

**Why Each Wrong Option is Incorrect**
* **Option A:** The maxilla is a pneumatic bone that contains the maxillary sinus, which is one of the largest air-filled cavities in the body.
* **Option B:** The ethmoid bone is also pneumatic and contains multiple small air-filled sinuses.
* **Option D:** The frontal bone is pneumatic and contains the frontal sinus, which is located in the forehead.

**Clinical Pearl / High-Yield Fact**
It's essential to remember that pneumatic bones can be a source of complications during surgical procedures, as the air-filled sinuses can be damaged or infected.

**Correct Answer:** C. Sacrum