A spur on miniaturized devices led scientists to unravel the fundamental aspects of micro- and nanoparticle assembly to engineer large structures. Primarily, attention is given to wet assembly methods, whereas assembly approaches in which solvents are avoided are scarce. The "dry assembly" strategies can overcome the intrinsic disadvantages that are associated with wet assembly, e.g., the lack of versatility and scalability. This review uniquely summarizes the recent progress made to create highly ordered particle arrays without using a wet environment. Before delving into these methods, the surface interactions (e.g., van der Waals, contact mechanics, capillary, and electrostatics) are elaborated, as a profound understanding and balancing these are a critical aspect of dry assembly. To manipulate these interactions, strategies involving different forces, e.g., mechanical-based, electrical-based, or laser-induced, sometimes in conjunction with pre-templated substrates, are employed to attain ordered colloidal structures. The utilization of the ordered structures obtained without solvents is accompanied by specific examples. Dry assembly methods can aid us in achieving more sustainable assembly processes. Overall, this Review aims to provide an easily accessible resource and inspire researchers, including novices, to broaden dry assembly horizons significantly and close the remaining knowledge gap in the physical phenomena involved in this area.