It is indeed possible (enclosed below, please find a paper on the self-assembly of magnetite nanoparticles) and a subject of quite considerable interest for a number of electronic applications.
Self-assembly of such particles will be possible in the absence of a magnetic field, providing that some other factor exists, facilitating self-assembly. In the absence of any such factor, I would expect only aggregation of the nanoparticles to be taking place.
Article Field-Directed Self-Assembly of Magnetic Nanoparticles
From a general point of view, in the absence of the external ordering forces the dipole-dipole magnetic interaction between nanoparticles could give rise to different types of antiferromagnetically ordered structures.