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Colloidal semiconductor nanocrystals, in particular cadmium and lead chalcogenide particles, are pivotal materials in many optoelectronic applications. While synthetic advances in the past decades now allow precise control of their size, shape, and composition, they must be processed from dispersion into functional films for many applications, which presents additional challenges. In this review, recent progresses in the field of nanoparticle self-assembly into functional thin films with precise control over nanoparticle order and orientation are discussed. A comprehensive overview on characterization methods used in the study of such ordered materials is provided and the gas–liquid interfacial self-assembly and electric field driven deposition as the two most promising ways to generate superstructures with defined thickness, order, and orientation are discussed. The superstructure–property relationships are then reviewed with emphasis on charge migration through the film and radiative processes. Last, challenges and open questions in the field are addressed.