In this research, we study cylindrical microparticles at fluid interfaces. Cylinders orient and assemble with high reliability to form end-to-end chains in dilute surfaces or dense rectangular lattices in crowded surfaces owing to capillary interactions. In isolation, a cylinder assumes one of two possible equilibrium states, the end-on state, in which the cylinder axis is perpendicular to the interface, or the side-on state, in which the cylinder axis is parallel to the interface. A phase diagram relating aspect ratio and contact angle is constructed to predict the preferred state and verified in experiment. Cylinders in the side-on state create distortions that result in capillary interactions. Overlapping deformations by neighboring particles drive oriented capillary assembly. Interferometry, electron microscopy, and numerical simulations are used to characterize the interface shape around isolated particles. Experiments and numerics show that "side-on" cylinders have concentrated excess area near the end faces, and that the interface distortion resembles an elliptical quadrupole a few radii away from the particle surface. To model the cylinder interactions for separations greater than a few radii, an anisotropic potential is derived based on elliptical quadrupoles. This potential predicts an attractive force and a torque, both of which depend strongly on aspect ratio, in keeping with experiment. Particle trajectories and angular orientations recorded by video microscopy agree with the predicted potential. In particular, the analysis predicts the rate of rotation, a feature lacking in prior analyses. To understand interactions near contact, the concentrated excess area near the cylinder ends is quantified and its role in creating stable end-to-end assemblies is discussed. When a pair of cylinders is near contact, these high excess area regions overlap to form a capillary bridge between the particles. This capillary bridge may stabilize the end-to-end chains. Finally, on densely packed surfaces, cylinder-covered colloidosomes form with particles arranged in regular, rectangular lattices in the interface; this densely packed structure differs significantly from assemblies reported for colloidosomes or particle-stabilized droplets in the literature.