We demonstrate a solution-based fabrication of centimeter-size free-standing films assembled from organic nanocrystals based on common organic dyes (perylene diimides, PDIs). These nanostructured films exhibit good mechanical stability, and thermal robustness superior to most plastics, retaining the crystalline microstructure and macroscopic shape upon heating up to 250-300 degrees C. The films show nonlinear optical response and can be used as ultrafiltration membranes. The macroscopic functional materials based on small molecules can be alternative or complementary to materials based on macromolecules.