The microradian X-ray scattering technique is used to investigate the colloidal crystallization of silica/magnetite core-shell magnetic nanoparticles. Particle self-assembly ranging from 2D sheets to 3D semicrystalline structures is observed as a function of the sedimentation-induced variation of the local particle concentration and the applied magnetic field. Because the particle size is comparable to the wavelength of light, these structures possess photonic properties that can be manipulated by an external stimulus.