This chapter aims to provide a recent overview on the self-assembly phenomena that take place within specific liquid-crystalline polymer (LCP) phases and can be driven by different strategies (such as surface effects, amphiphilic interactions and weak intermolecular forces like hydrogen bonding, -stacking, etc.). Indeed, these phenomena are able to induce the formation of liquid-crystalline domains that may show peculiar thermal, mechanical, barrier, optical, and/or dielectric properties, which can be exploited for the build-up of multifunctional materials for a wide range of applications. Some examples of self-assembled LCP systems are thoroughly discussed, showing the correlations between their structure, the final properties, and some potential applications.