Colloids and interfaces exhibit several levels of self-organization. As one moves through this hierarchy of levels, new phenomena emerge on each level which are characteristic for that level and cannot be anticipated on lower levels. The theoretical description of these phenomena leads to unusual concepts such as (i) morphological transitions, (ii) colloidal forces of entropic origin, (iii) elasticity of self-assembled structures, and (iv) colloidal machines. These concepts are illustrated here for (i) wetting of structured or imprinted surfaces, (ii) flexible membranes in contact with dispersed particles, (iii) fluid bilayers composed of amphiphilic molecules, and (iv) molecular motors.