The controlled fabrication of nanometer-scale objects is without doubt one of the central issues in current science and technology. However, existing fabrication techniques suffer from several disadvantages including size-restrictions and a general paucity of applicable materials. Because of this, the development of alternative approaches based on supramolecular self-assembly processes is anticipated as a breakthrough methodology. This review article aims to comprehensively summarize the salient aspects of self-assembly through the introduction of the recent challenges and breakthroughs in three categories: (i) types of self-assembly in bulk media; (ii) types of components for self-assembly in bulk media; and (iii) self-assembly at interfaces.