The immune system is an awe-inspiring control structure that maintains a delicate and constantly changing balance between pro-immune functions that fight infection and cancer, regulatory or suppressive functions involved in immune tolerance, and homeostatic resting states. These activities are determined by integrating signals in space and time; thus, improving control over the densities, combinations, and durations with which immune signals are delivered is a central goal to better combat infectious disease, cancer, and autoimmunity. Self-assembly presents a unique opportunity to synthesize materials with well-defined compositions and controlled physical arrangement of molecular building blocks. This review highlights strategies exploiting these capabilities to improve the understanding of how precisely-displayed cues interact with immune cells and tissues. We present work centered on fundamental properties that regulate the nature and magnitude of immune response, highlight pre-clinical and clinical applications of self-assembled technologies in vaccines, cancer, and autoimmunity, and describe some of the key manufacturing and regulatory hurdles facing these areas.