Self-organization is clearly relevant to biology, chemistry, Earth science, economics and other sciences that have to deal with big and complicated issues. This paper shows that self-organization also has a great deal to do with fundamental physics, including quantum mechanics, relativity, quantum gravity and cosmology. This paper also aims to give some insight into what self-organization means and discusses questions such as the kinds of methods that can be used to understand self-organization and how self-organization relates to other modes of explanation such as reductionism.