We report here the self-assembly of macroscopic sacs and membranes at the interface between two aqueous solutions, one containing a megadalton polymer and the other, small self-assembling molecules bearing opposite charge. The resulting structures have a highly ordered architecture in which nanofiber bundles align and reorient by nearly 90 degrees as the membrane grows. The formation of a diffusion barrier upon contact between the two liquids prevents their chaotic mixing. We hypothesize that growth of the membrane is then driven by a dynamic synergy between osmotic pressure of ions and static self-assembly. These robust, self-sealing macroscopic structures offer opportunities in many areas, including the formation of privileged environments for cells, immune barriers, new biological assays, and self-assembly of ordered thick membranes for diverse applications.