We investigate the self-assembly of hair-like fibers into twisted helices as they are pulled through the liquid interface at a controlled rate. Capillary-induced spontaneous fiber twisting phenomena are observed from the nano- to the millimeter scale. Here, we control the drain rate of the liquid and observe two regimes of self-assembly of long hairs. At low drain rates, the hairs coalesce radially to form a dense aggregate. At higher drain rates, spontaneous hair twisting occurs. We find that the drain rate corresponding to the twisting threshold scales with the characteristic velocity of fiber coalescence set by a balance between liquid viscosity mu and surface energy sigma and reads similar to(sigma/mu)center dot(S/l)(2) where S and l are the spacing between hairs and their length, respectively. At drain rates higher than this threshold, liquid is entrained between the hairs as they emerge from the liquid surface, forming a circular liquid column. Twisting is induced by the fast radial shrinking of this liquid column, combined with the nonlinear resistance to the hairs' radial versus tangential coalescence. Understanding the kinetics is crucial to control this complex self-assembly and to engineer fiber drying processes at various length scales.