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We prove existence of a shape- and boundary-condition-independent thermodynamic limit for fluids and solids of identical particles with electric or magnetic dipole moments. Our result applies to fluids of hard-core particles, to dipolar soft spheres and Stockmayer fluids, to disordered solid composites, and to regular crystal lattices. In addition to their permanent dipole moments, particles may further polarize each other. Classical and quantum models are treated. Shape independence depends on the reduction in free energy accomplished by domain formation, so our proof applies only in the case of zero applied field. Existence of a thermodynamic limit implies texture formation in spontaneously magnetized liquids and disordered solids analogous to domain formation in crystalline solids.