Building blocks with a nanoscale dimension (typically <100nm) have different properties compared with their bulk counterparts. For instance, the absorption and photoluminescence of semiconductor quantum dots show a strong size dependence [1, 2]. Charge injection onto a single quantum dot has to overcome a strong Coulomb charging energy. The magnetic moment of the surface atoms are strongly enhanced due to unquenched orbital moments in transition metal clusters . Fundamentally, all these new phenomena can be attributed to two major effects on the nanometer scale, namely the quantum confinement of charge and spin  and the low coordination of surface atoms . Development in colloidal chemistry during the past two decades has produced a variety of high quality nanoscale building blocks with many unique properties [6-10]. Although it is possible to study and utilize the physical properties of nanoparticles on a single particle level, it remains to be a technically challenging task. On the other hand, experiments on macroscopic 2D and 3D nanocrystal superlattices are more accessible. Self-assembly of nanocrystal building blocks not only provides a way to connect the nanoscale dimension to the macroscopic length scale, but it also creates a revolutionary new class of materials. New collective behavior is expected to emerge because of the strong coupling between building blocks [11, 12].