The innate immune system is the first line of defense against infection and responses are initiated by pattern recognition receptors (PRRs) that detect pathogen-associated molecular patterns (PAMPs). PRRs also detect endogenous danger-associated molecular patterns (DAMPs) that are released by damaged or dying cells. The major PRRs include the Toll-like receptor (TLR) family members, the nucleotide binding and oligomerization domain, leucine-rich repeat containing (NLR) family, the PYHIN (ALR) family, the RIG-1-like receptors (RLRs), C-type lectin receptors (CLRs) and the oligoadenylate synthase (OAS)-like receptors and the related protein cyclic GMP-AMP synthase (cGAS). The different PRRs activate specific signaling pathways to collectively elicit responses including the induction of cytokine expression, processing of pro-inflammatory cytokines and cell-death responses. These responses control a pathogenic infection, initiate tissue repair and stimulate the adaptive immune system. A central theme of many innate immune signaling pathways is the clustering of activated PRRs followed by sequential recruitment and oligomerization of adaptors and downstream effector enzymes, to form higher-order arrangements that amplify the response and provide a scaffold for proximity-induced activation of the effector enzymes. Underlying the formation of these complexes are co-operative assembly mechanisms, whereby association of preceding components increases the affinity for downstream components. This ensures a rapid immune response to a low-level stimulus. Structural and biochemical studies have given key insights into the assembly of these complexes. Here we review the current understanding of assembly of immune signaling complexes, including inflammasomes initiated by NLR and PYHIN receptors, the myddosomes initiated by TLRs, and the MAVS CARD filament initiated by RIG-1. We highlight the co-operative assembly mechanisms during assembly of each of these complexes.