We study the self-assembly of colloidal CdSe/CdS nanorods (NRs) at the liquid/air interface combining time-resolved in situ grazing-incidence small angle X-ray scattering (GISAXS) and ex situ transmission electron microscopy (TEM). Our study shows that NR superstructure formation occurs at the liquid/air interface. Short NRs self-assemble into micrometers long tracks of NRs lying side by side flat on the surface. In contrast, longer NRs align vertically into ordered superstructures. Systematic variation of the NR length and initial concentration of the NR dispersion allowed us to tune the orientation of the NRs in the final superstructure. With GISAXS, we were able to follow the dynamics of the self-assembly. We propose a model of hierarchical self-organization that provides a basis for the understanding of the length-dependent self-organization of NRs at the liquid/air interface. This opens the way to new materials based on NR membranes and anisotropic thin films.