Dynamically assembled colloidal materials and structures consume energy from the environment to maintain structural complexity and functional diversity. Energy injection rates and properties of the environment are important control parameters, tailoring the outcome of dynamic self-assembly. We demonstrate that magnetic colloidal dispersions confined at the air-liquid interface and energized by a uniaxial alternating magnetic field, self-assembles into a variety of tunable structures ranging from the pulsating clusters, particle-thin wires to swimmers and dynamic arrays of spinners (self-assembled short chains) rotating in either direction. The spinners emerge via spontaneous breaking of the uniaxial symmetry of the energizing magnetic field. The ability to form, disassemble, fine-tune, and manipulate colloidal assemblies is crucial for the design and development of new micro-scale structures capable of performing predesigned tasks such as transport of cargo, mixing and dynamic wiring of the components.