Some variations provide an interspersed assembly of nanoparticles, the assembly comprising a first phase containing first nanoparticles and a second phase containing second nanoparticles, wherein the second phase is interspersed with the first phase, and wherein the first nanoparticles are compositionally different than the second nanoparticles. The interspersed assembly may be a semi-ordered assembly comprising discrete first-phase particles surrounded by a continuous second phase. Other variations provide a core-shell assembly of nanoparticles, the assembly comprising a first phase containing first nanoparticles and a second phase containing compositionally distinct second nanoparticles, wherein the second phase forms a shell surrounding a core of the first phase. The disclosed assemblies may have a volume from 1 μm3 to 1 mm3, a packing fraction from 20% to 100%, and an average relative surface roughness less than 5%, for example. Methods of making these assemblies are described, and many experimental examples are included.