Assembly of carbon nanotubes (CNTs) in effective and productive ways is of vital importance to their application. Recent progress in synthesis of CNTs has inspired new strategies for utilizing the unique physiochemical properties of CNTs in macroscale materials and devices. Assembling CNTs by dry processes (e.g., directly collecting CNTs in the form of freestanding films followed by pressing, stretching, and multilayer stacking instead of dispersing them in solution) not only considerably simplifies the processes but also avoids structural damage to the CNTs. Various dry-processable CNTs are reviewed, focusing on their synthesis, properties, and applications. The synthesis techniques are organized in terms of aggregative morphologies and microstructure control of CNTs. Important applications such as functional thin-film devices, strong CNT films, and composites are included. The opportunities and challenges in the synthesis techniques and fabrication of advanced composites and devices are discussed.