We present a new type of robot concept called swarm-bot, based on cooperative and swarm intelligence, that was developed within an interdisciplinary project sponsored by the Future and Emerging Technologies of the European Commission. A swarm-bot is an assembly of several mobile robots (called s-bots), which can operate both autonomously and as a group. The unique feature of the project is that s-bots can exploit physical interconnections to self-assemble into a bigger entity, a swarm-bot, capable of tackling environmental challenges that are too difficult for a single s-bot. The paper describes the development of the concept and gives an overview of the mechanical and electronic features of the first prototype. It also presents a physics-based simulator suitable to investigate time-consuming adaptive algorithms and shows examples of cooperative behaviors both in simulation and in hardware.