Rotaxanes, pseudorotaxanes, and catenanes have attracted the interest of many researchers because of the special features provided by the mechanical bond. The selective recognition of their mutual counterparts for the construction of specific pairs of intertwined architectures instead of a library of all possible compounds, named self-sorting, is a research topic of great interest and has attracted the attention of numerous supramolecular chemists. This review discusses self-sorting processes in the formation of a variety of recent examples of catenated and rotaxanated architectures, as well as their functionalities.