Micron-sized anisotropic particles with homogeneous surface properties at a fluid interface can deform the interface due to their shape. The particles thereby create excess interfacial area and interact in order to minimize this area, which lowers the total interfacial energy. We present a systematic investigation of the interface deformations around single ellipsoidal particles and cuboidal particles with rounded edges in the near field for various contact angles and particle aspect ratios. The correlation of these deformations with capillary bond energies the interaction energies of two particles at contact quantifies the relation between the interactions and the near-field deformations. We characterize the interactions using effective power laws and investigate how anisotropic particles self-assemble by capillary forces. Interface deformations and particle interactions for cuboidal particles are weaker compared with those for ellipsoidal particles with the same aspect ratios. For both particle shapes, the bound state in side-by-side orientation is most stable, while the interaction in tip-to-side orientation is repulsive. Furthermore, we find capillary attraction between spherical and ellipsoidal particles. Our calculations therefore suggest cluster formation of spherical and ellipsoidal particles, which elucidates the role of spherical particles as stoppers for the growth of worm-like chains of ellipsoidal particles. The interaction between spherical and ellipsoidal particles might also explain the suppression of the "coffee-ring effect" that has been observed for evaporating droplets with mixtures of spherical and ellipsoidal particles. In general, our calculations of the near-field interactions complement previous calculations in the far field and help to predict colloidal assembly and theological properties of particle-laden interfaces.