Striking morphological similarities found between superstructures of a wide variety of seemingly unrelated crystalline membrane systems hint at the existence of a common formation mechanism. Resembling systems such as multiwalled carbon nanotubes, bacterial protein shells, or peptide nanotubes, the self-assembly of SDS/β-cyclodextrin complexes leads to monodisperse multilamellar microtubes. We uncover the mechanism of this hierarchical self-assembly process by time-resolved small- and ultrasmall-angle x-ray scattering. In particular, we show that symmetric crystalline bilayers bend into hollow cylinders as a consequence of membrane line tension and an anisotropic elastic modulus. Starting from single-walled microtubes, successive nucleation of new cylinders inside preexisting ones drives an inward growth. As both the driving forces that underlie the self-assembly behavior and the resulting morphologies are common to systems of ordered membranes, we believe that this formation mechanism has a similarly general applicability.