I have a scene with geometry, particles and volume smoke.

I want to render out the particles and volumes seperately with an alpha for compositing later on. How do I set up a pass in which the geometry is invisible but obviously occludes the particles and smoke and leaves me with an alpha for later compositing?

check Matte shading checkbox on your geometry object in render Tab
or use VEX Matte SHOP

Brilliant! Just one mouseclick!