Physical chemistry aspects are emphasized in this comprehensive review of self-assembly phenomena involving lignin in various forms. Attention to this topic is justified by the very high availability, low cost, and renewable nature of lignin, together with opportunities to manufacture diverse products, for instance, polymers/resins, bioplastics, carbon fibers, bio-asphalt, sunscreen components, hydrophobic layers, and microcapsules. The colloidal lignin material, nanoparticles, and microstructures that can be formed as a result of changes in solvent properties, pH, or other adjustments to a suspending medium have been shown to depend on many factors. Such factors are examined in this work based on the concepts of self-assembly, which can be defined as an organizing principle dependent on specific attributes of the starting entities themselves. As a means to promote such concepts and to facilitate further development of nano-scale lignin products, this article draws upon evidence from a wide range of studies. These include investigations of many different plant sources of lignin, processes of delignification, solvent systems, anti-solvent systems or other means of achieving phase separation, and diverse means of achieving colloidal stability (if desired) of resulting self-assembled lignin structures. Knowledge of the self-organization behavior of lignin can provide significant structural information to optimize the use of lignin in value-added applications. Examples include chemical conditions and preparation procedures in which lignin-related compounds of particles organize themselves as spheres, hollow spheres, surface-bound layers, and a variety of other structures. Published articles show that such processes can be influenced by the selection of lignin type, pulping or extraction processes, functional groups such as phenolic, carboxyl, and sulfonate, chemical derivatization reactions, solvent applications, aqueous conditions, and physical processes, such as agitation. Precipitation from non-aqueous solutions represents a key focus of lignin self-assembly research. The review also considers stabilization mechanisms of self-assembled lignin-related structures.