Depletion forces in colloid-polymer mixtures drive colloids to form aggregates that are densely packed locally. This local dense packing is also observed in colloidal systems without polymer depletants. Without polymer depletants the mechanism is similar, because the particles in dense colloidal suspension act, effectively, as depletants for one another This effect is particularly striking for anisotropically shaped colloidal particles, where the anisotropy of the shape leads to the emergence of directional entropic forces that are responsible for the ordering of hard anisotropic colloids into a wide range of crystal structures.