There have been tremendous efforts toward combining nanoparticles, polymers, biomolecules in material synthesis and device fabrication in order to take advantage of the unique properties of each component. The ability to construct multicomponent hybrid nanomaterials with controllable structure and properties is critical to truly exploit the potential of these functional materials in many applications. This thesis presents the construction of self-assemblies of various components including nanoparticles, synthetic block copolymers, DNA block copolymers, and lipid molecules. The location of nanoparticles in colloidal block copolymer assemblies is controlled by using nanoparticles modified with mixed surface ligands. Different morphologies including micelles, Janus-like micelles, and interfacial assemblies, are obtained by varying gold nanoparticles ligand composition. This work also reveals the surface energy calculations to explain the experimental findings, which offers guidelines for the generation of colloidal self-assemblies with predesigned structures and properties. We also demonstrated the compartmentalization of two different types of nanoparticles in colloidal polymer assemblies by using mixed ligand gold nanoparticles. The self-assembly of DNA block copolymers and synthetic block copolymer is also presented. The binary self-assembly results in giant polymersomes which can be connected through specific DNA interactions and form DNA rafts at junction area. These results demonstrate that DNA hybridization induces effective phase segregation in polymer assemblies to form multiple DNA linkages. We further showed that phase segregation has important implications in DNA melting properties, as mixed block copolymer assemblies with low DNA content can still exhibit useful DNA melting properties that are characteristic of DNA nanostructures with high DNA density. Finally we developed a strategy to self-assemble DNA-functionalized gold nanoparticles into macroscopic sheets assisted by DNA-tethered lipid bilayers. By varying the amount of gold nanoparticles input, the surface coverage can be tuned. Our approach provides a new method for the preparation of versatile scaffolds for nanofabrication and paves the way for organizing functional nanoparticles in a micrometer space.