By applying voltage pulses (<3 V, 100 ms) across the tunneling gap in nitrogen gas in the presence of water or ethanol vapor, nanometer-scale holes can be produced on the Au(lll) surface. It is impossible to make holes by applying negative pulses to the sample. After applying voltage pulses with the scanning tunneling microscopy, the created features are imaged by atomic force microscopy. We have measured the relationship between threshold voltage and relative humidity (R(h)) and have discovered the existence of a critical humidity (R(hc)) for hole formation. When above R(hc), the threshold voltage (V-t) is nearly constant and the probability of hole formation changes dramatically at V-t. Below R(hc), V-t increases rapidly with reducing R(h) until it becomes higher than the threshold voltage for mound formation. Different types of tips (Pt/Ir, Au, W Au/Pd, Ag) have been used in this study, but the relationship between V-t and R(h) is basically independent of the tip material and the tip geometry, The effect of the pulse width on the hole and mound formation are also examined. We conclude from these experiments that the mechanism of this surface modification (removal of atoms from the gold surface) may be electrochemical in origin.