Dusty plasmas are unusual states of matter where the interactions between the dust grains can be collective and are not a sum of all pair particle interactions. This state of matter is appropriate to form non-linear dissipative collective self-organized structures. It is found that the potential around the grains can be over-screened leading to a new phenomenon—collective attraction of pairs of large charge grains of equal sign. The grain clouds can self-contract and their collapse is terminated at distances where the interaction becomes repulsive. The homogeneous dusty plasma distribution is universally unstable to form structures. The potential of the collective attraction is proportional to the square of the dimensionless parameter P = ndZd/ni, where nd and ni are the average dust and ion densities, respectively, and Zd is the dust charge in units of electron charge. The collective attraction is determined by finite grain size and by the presence of absorption of plasma flux on grains. The physics of attraction is related to the space charge accumulation caused by collective flux disturbances. The collective attraction operates for systems with size larger than the mean free path for ion–dust absorption, the condition met in many existing low temperature dusty plasma experiments, in edge plasmas of fusion devices and in space dusty plasmas. The collective attraction exceeds the previously known non-collective attraction such as shadow attraction or wake attraction. The collective attraction can be responsible for pairing of dust grains (this process is completely classical in contrast to the known pairing in superconductivity) and can serve as the main process for the formation of more complicated dust complexes up to dust-plasma crystals. The equilibrium structures formed by collective attraction have universal properties and can exist in a limited domain of parameters (similar to the equilibrium balance known for stars). The balance conditions for dust structures include not only the pressure effects but also the ion drag, grain charging and collective plasma flux effects. The non-linear effects in collective attraction are relatively small for astrophysical conditions and for edge fusion plasmas. For plasmas used in plasma etching and in plasma crystal experiments the non-linear effects in attraction are important. The distance between the grains for the first attraction well is in rough agreement with the observed separation of grains in dust-plasma crystals. The results of the numerical simulations of the final stationary configurations with appropriate wall boundary conditions are in rough agreement with recent results of structure observation in the experiments on the International Space Station.