In this paper, we study the distribution functions that arise naturally during self-similar radial infall of collisionless matter. Such matter may be thought of either as stars or as dark matter particles. If a rigorous steady state is assumed, then the system is infinite and is described by a universal distribution function given the self-similar index. The steady logarithmic potential case is exceptional and yields the familiar Gaussian for an infinite system with an inverse-square density profile. We show subsequently that for time-dependent radial self-similar infall, the logarithmic case is accurately described by the Fridman–Polyachenko distribution function. The system in this case is finite but growing. We are able to embed a central mass in the universal steady distribution only by iteration, except in the case of massless particles. The iteration yields logarithmic corrections to the massless particle case and requires a ‘renormalization’ of the central mass. A central spherical mass may be accurately embedded in the Fridman–Polyachenko growing distribution, however. Some speculation is given concerning the importance of radial collisionless infall in actual galaxy formation.