Several thin, Keplerian, sub-parsec megamaser disks have been discovered in the nuclei of active galaxies and used to precisely determine the mass of their host black holes. We show that there is an empirical linear correlation between the disk radius and the black hole mass. We demonstrate that such disks are naturally formed by the partial capture of molecular clouds passing through the galactic nucleus and temporarily engulfing the central supermassive black hole. Imperfect cancellation of the angular momenta of the cloud material colliding after passing on opposite sides of the hole leads to the formation of a compact disk. The radial extent of the disk is determined by the efficiency of this process and the Bondi-Hoyle capture radius of the black hole, and naturally produces the empirical linear correlation of the radial extent of the maser distribution with black hole mass. The disk has sufficient column density to allow X-ray irradiation from the central source to generate physical and chemical conditions conducive to the formation of 22 GHz H₂O masers. For initial cloud column densities ≾ ₁₀23.5 cm⁻² the disk is non-self-gravitating, consistent with the ordered kinematics of the edge-on megamaser disks; for higher cloud columns the disk would fragment and produce a compact stellar disk similar to that observed around Sgr A* at the galactic center.