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.
If the nanoparticles remain mobile and did not aggregate, the arrangement induced by the magnetic field should be mostly reversible. Furthermore, altering the orientation of Your sample in relation to the induction vector of the magnetic field, should allow different structures to be obtained.