In surface micromachining, the control of the residual stress of the films is crucial, as excessive stress can cause buckling, cracking, and peeling of the materials and fracture of the devices. However, the gradients of stress across the thickness of individual films or the stress mismatch in composite structural layers can be exploited to obtain highly complex 3D structures via self‐assembly, self‐bending, self‐positioning, or self‐rolling processes. Herein, the thin‐film residual stresses of amorphous silicon, TiW, AlSiCu, Cr, Au, and SiO2 are assessed using polymer substrates and tuned. Then, a stress‐mismatched bi‐layer of amorphous silicon (tensile) and TiW (compressive) is used in the fabrication of complex 3D self‐rolling micro electromechanical systems (MEMS) structures. The freestanding regions of the fabricated MEMS have a characteristic radius of curvature of ≈100 μm. Current‐induced thermal actuation of a suspended plate is demonstrated. The microfabrication process and materials used are compatible with standard cleanroom processing and with a variety of substrates. In the future, amorphous silicon photodiodes, photoconductors, or other semiconductor devices can be incorporated on complex MEMS fabricated by self‐rolling/self‐bending processes and applied to localized optical and electrical sensing.