Self-assembly of plasmonic nanoparticles offers a labour- and cost-efficient strategy for the expansion of the library of plasmonic nanostructures with highly tunable, coupled optical properties. This review covers recent advances in solution-based self-assembly of plasmonic nanoparticles, modelling of the self-assembly process and of the optical properties of the resulting nanostructures, and potential applications of self-assembled plasmonic nanostructures.