A successful example of self-assembly in a biological system is that DNA can be an excellent agent to self-assemble into desirable two and three-dimensional nanostructures in a well-ordered manner by specific hydrogen bonding interactions between the DNA bases. The self-assembly of DNA bases have played a significant role in constructing the hierarchical nanostructures. In this review article we will introduce the study of nucleic acid base self-assembly by scanning tunneling microscopy (STM) at vacuum and ambient condition (the liquid/solid interface), respectively. From the ideal condition to a more realistic environment, the self-assembled behaviors of DNA bases are introduced. In a vacuum system, the energetic advantages will dominate the assembly formation of DNA bases, while at ambient condition, more factors such as conformational freedom and the biochemical environment will be considered. Therefore, the assemblies of DNA bases at ambient condition are different from the ones obtained under vacuum. We present the ordered nanostructures formed by DNA bases at both vacuum and ambient condition. To construct and tailor the nanostructure through the interaction between DNA bases, it is important to understand the assembly behavior and features of DNA bases and their derivatives at ambient condition. The utilization of STM offers the advantage of investigating DNA base self-assembly with sub-molecular level resolution at the surface.