Large-scale collective behavior in suspensions of active particles can be understood from the balance of statistical forces emerging beyond the direct microscopic particle interactions. Here we review some aspects of the collective forces that can arise in suspensions of self-propelled active Brownian particles: wall forces under confinement, interfacial forces, and forces on immersed bodies mediated by the suspension. Even for non-aligning active particles, these forces are intimately related to a non-uniform polarization of particle orientations induced by walls and bodies, or inhomogeneous density profiles. We conclude by pointing out future directions and promising areas for the application of collective forces in synthetic active matter, as well as their role in living active matter.