This chapter reviews the capillary self-assembly (SA) of heterogeneous systems composed by milli- to micrometer-sized building blocks. The representative, though not exhaustive, examples of microsystems presented belong to four main classes: two-dimensional assemblies at fluid-fluid interfaces, three-dimensional assemblies, two-dimensional die-to-substrate assembly, and deployment of three-dimensional architectures and polyhedra. Technology (processing), material issues (surface treatment, compatibility) and performance of the SA processes are critically assessed and supported by models where available. Surface-tension-driven SA is rapidly gaining relevance for precision manufacturing of microsystems. Nonetheless, it is far from exhausting the potentialities of SA for system engineering and fabrication, leaving ample room for extensive and innovative research investments.