Abstract: The colloidal synthesis of functional nanoparticles has gained tremendous scientific attention in the last decades. In parallel to these advancements, another rapidly growing area is the self-assembly or self-organization of these colloidal nanoparticles. First, the organization of nanoparticles into ordered structures is important for obtaining functional interfaces that extend or even amplify the intrinsic properties of the constituting nanoparticles at a larger scale. The synthesis of large-scale interfaces using complex or intricately designed nanostructures as building blocks, requires highly controllable self-assembly techniques down to the nanoscale. In certain cases, for example, when dealing with plasmonic nanoparticles, the assembly of the nanoparticles further enhances their properties by coupling phenomena. In other cases, the process of self-assembly itself is useful in the final application such as in sensing and drug delivery, amongst others. In view of the growing importance of this field, this review provides a comprehensive overview of the recent developments in the field of nanoparticle self-assembly and their applications. For clarity, the self-assembled nanostructures are classified into two broad categories: finite clusters/patterns, and infinite films. Different state-of-the-art techniques to obtain these nanostructures are discussed in detail, before discussing the applications where the self-assembly significantly enhances the performance of the process.