This review provides a comprehensive overview of recent advances in the supramolecular organisation and hierarchical self-assembly of organo-functionalised hybrid polyoxometalates (hereafter referred to as hybrid POMs), and their emerging role as multi-functional building blocks in the construction of new nanomaterials. Polyoxometalates have long been studied as a fascinating outgrowth of traditional metal-oxide chemistry, where the unusual position they occupy between individual metal oxoanions and solid-state bulk oxides imbues them with a range of attractive properties (e.g. solubility, high structural modularity and tuneable properties/reactivity). Specifically, the capacity for POMs to be covalently coupled to an effectively limitless range of organic moieties has opened exciting new avenues in their rational design, while the combination of distinct organic and inorganic components facilitates the formation of complex molecular architectures and the emergence of new, unique functionalities. Here, we present a detailed discussion of the design opportunities afforded by hybrid POMs, where fine control over their size, topology and their covalent and non-covalent interactions with a range of other species and/or substrates makes them ideal building blocks in the assembly of a broad range of supramolecular hybrid nanomaterials. We review both direct self-assembly approaches (encompassing both solution and solid-state approaches) and the non-covalent interactions of hybrid POMs with a range of suitable substrates (including cavitands, carbon nanotubes and biological systems), while giving key consideration to the underlying driving forces in each case. Ultimately, this review aims to demonstrate the enormous potential that the rational assembly of hybrid POM clusters shows for the development of next-generation nanomaterials with applications in areas as diverse as catalysis, energy-storage and molecular biology, while providing our perspective on where the next major developments in the field may emerge.