We consider a pair of MOLS (mutually orthogonal Latin squares) having holes, corresponding to missing sub-MOLS, which are disjoint and spanning. If the two squares are mutual transposes, we say that we have SOLS (self-orthogonal Latin squares) with holes. It is shown that a pair of SOLS with $n$ holes of size \(h \geq 2\) exist if and only if \(n \geq 4\) and it is also shown that a pair of SOLS with \(n\) holes of size \(2\) and one hole of size \(3\) exist for all \(n \geq 4, n \neq 13, 15\).
As an application, we prove a result concerning intersection numbers of transversal designs with four groups.