When small solid particles encounter liquid interfaces, they can assemble into a variety of structures, including crystals, clusters, and gels. But the dynamics of assembly and the interactions that drive it are still not well-understood. We use digital holographic microscopy and confocal microscopy to directly observe colloidal particles in the early stages of self-assembly. These experiments have revealed unexpected dynamics in seemingly simple phenomena, such as the binding of a single colloidal particle to an interface. We find that a particle takes a surprisingly long time -- weeks or even months -- to relax to equilibrium. This behavior can be understood in terms of a dynamic wetting mechanism involving thermally-activated hopping of the contact line over surface defects. The results call into question the validity of models of colloidal interactions that assume the particles have reached equilibrium with the interface. They also suggest new ways to control these interactions and the resulting self-assembled structures.