Self-assembly of dynamic colloidal structures along the vertical direction has been challenging because of gravity and the complexity in controlling agent-agent interactions. Here, we present a strategy that enables the self-growing of gravity-resisting colloidal collectives. By designing a unique dual-axis oscillating magnetic field, time-varying interparticle interactions are induced to assemble magnetic particles against gravity into vertical collectives, with the structures continuing to grow until reaching dynamic equilibrium. The collectives have swarm behavior and are capable of height reconfiguration and adaptive locomotion, such as moving along a tilted substrate and under nonzero fluidic flow condition, gap and obstacle crossing, and stair climbing.