Vibration reduction is of great importance in various engineering applications, and a material that exhibits good vibration damping along with high strength and modulus has become more and more vital. Owing to the superior mechanical property of carbon nanotube (CNT), new types of vibration damping material can be developed. This paper presents recent advancements, including our progresses, in the development of highdamping macroscopic CNT assembly materials, such as forests, gels, films, and fibers. In these assemblies, structural deformation of CNTs, zipping and unzipping at CNT connection nodes, strengthening and welding of the nodes, and sliding between CNTs or CNT bundles are playing important roles in determining the viscoelasticity, and elasticity as well. Towards the damping enhancement, strategies for micro-structure and interface design are also discussed.