For more than a century, it has been known that emulsions consisting of two immiscible liquids can be rendered from coalescence by means of solid particles, coined as Pickering emulsions. Based on this discovery, novel materials as a result of the formation of 2D and 3D assemblies of nanostructures at liquid–liquid interfaces have been synthesized. These materials have received considerable attention due to several unique attributes of the nanoscale materials within these assemblies and their utilization in a wide arena of niche applications. With the progressive advent of the synthetic strategies of the nanostructures, these assemblies can be engendered to create membranes and capsules with high mechanical strength and desirable porosity and even can be made stimuli‐responsive. The nanostructures, ranging from inorganic particles to proteins to polymeric architectures, possess their stabilizing effects due to excess attachment energies and lead to the maneuvering of exciting structural design, such as colloidosomes and yeastosomes. The ability of the different kind of particles at the nanoscale dimension to self‐assemble at the liquid–liquid interface into ordered superstructures has substantial potential toward the design of exotic electronic, catalytic, optical, magnetic, and biomimetic materials.