Native alpha-cyclodextrin (alpha-CD) is found to spontaneously form films at aqueous solution/air interfaces. Shape-response measurements to volume perturbations on drops hanging from a capillary indicate that temperature and sodium dodecyl sulfate (SDS) concentration strongly modify the viscoelastic properties of such films. By using isothermal titration calorimetry (ITC), Brewster angle microscopy (BAM), atomic force microscopy (AFM), and molecular dynamics (MD) simulations, it is shown that the films consist of self-assembled nanotubes whose building blocks are cyclodextrin dimers (alpha-CD2) and alpha-CD2-SDS1 complexes.