We show conclusively that multilayers at interfaces of an oppositely charged polyelectrolyte/surfactant system can result from the transport under gravity of bulk aggregates with internal molecular structure. This process was demonstrated by measurements of poly-(diallyldimethylammonium chloride)/sodium dodecyl sulfate solutions at the air/liquid and solid/liquid interfaces using neutron reflectometry. In the latter case a novel approach involving the comparison of reflection up versus down measurements provided key evidence. Interfacial multilayers indicated by a strong Bragg peak and clear off-specular scattering are exhibited under three conditions: (1) only for samples in the phase separation region, (2) only for fresh samples where a suspension of bulk aggregates remains in solution, and (3) only when the creaming or sedimentation process occurs in the direction of the interface under examination. This bulk transport mechanism is an alternative route of formation of interfacial multilayers to surface induced self assembly The two processes evidently give rise to interfaces with very different structural and rheological properties. Such directionality effects in the formation of nanostructured liquid interfaces may have implications for a broad range of soft matter and biophysical systems containing macromolecules such as synthetic polymers, proteins, or DNA.