J-aggregates are of significant interest for organic materials conceived by supramolecular approaches. Their discovery in the 1930s represents one of the most important milestones in dye chemistry as well as the germination of supramolecular chemistry. The intriguing optical properties of J-aggregates (in particular, very narrow red-shifted absorption bands with respect to those of the monomer and their ability to delocalize and migrate excitons) as well as their prospect for applications have motivated scientists to become involved in this field, and numerous contributions have been published. This Review provides an overview on the J-aggregates of a broad variety of dyes (including cyanines, porphyrins, phthalocyanines, and perylene bisimides) created by using supramolecular construction principles, and discusses their optical and photophysical properties as well as their potential applications. Thus, this Review is intended to be of interest to the supramolecular, photochemistry, and materials science communities.