Fabricating macromolecular mesoscale assemblies containing disparate components with targeted molecular order for each of the components on the nanoscale and targeted assembly of the components in the mesoscale is a challenge. In this Perspective, we explore the self-assembly of polymer nanoparticles as a viable route to obtain tunable mesostructured materials. We describe the state-of-the-art methods available for and the challenges to obtain spherical and nonspherical polymer nanoparticles. We discuss the predicted ordered assemblies and disordered assemblies of nanoparticles and the challenges to obtain these assemblies in polymer nanoparticles. We also comment on the rich and future opportunities in the burgeoning field of polymer nanoparticle assemblies.