Synthetic nano- and microscale machines move autonomously in solution or drive fluid flows by converting sources of energy into mechanical work. Their sizes are comparable to analytes (sub-nano- to microscale), and they respond to signals from each other and their surroundings, leading to emergent collective behavior. These machines can potentially enable hitherto difficult analytical applications. In this article, we review the development of different classes of synthetic nano- and micromotors and pumps and indicate their possible applications in real-time in situ chemical sensing, on-demand directional transport, cargo capture and delivery, as well as analyte isolation and separation.