As one of the classical one dimensional (1D) nanoscale structures, carbon nanotubes (CNTs) possess remarkable mechanical, electrical and thermal properties. During the past years, considerable attentions have been drawn to utilize individual CNTs for high performance engineering materials. To this end, the production of macroscopic architectures based on the assembled CNTs with controlled orientation and configuration become an important step towards practical applications. Herein, we introduce some new developments on producing 1D CNT fibers, two-dimensional (2D) CNT films/sheets, and three-dimensional (3D) vertically aligned CNT arrays or CNT foams. The mechanical performance will be mainly concentrated, especially when bring these macro-scale CNT assemblies into polymer matrices as nanocomposites. The potential applications will be prospected in this review.