To quote C-3PO in Star Wars III “My Lord! Machines making machines!”
Here is an article from CNET.com that describes how engineers have made a tiny robotic bee by sandwiching together 18 layers of different materials, cutting them out with lasers, pushing a little pin into them to make them fold themselves into position, dipping them into solder to glue everything together, and then cutting them loose from their base using a laser. The end is a little self assembling machine that when you apply voltage to it, it flaps its wings.
or here is a YouTube video from the article explaining in more detail.