We study routes toward the construction of 2D colloidal pyramids. We find that magnetic beads may self-assemble into pyramids near a nonmagnetic 1D boundary as long as the number of beads in the pyramid does not exceed 10. We have also found that a strong magnetic field gradient could act as a boundary, thus assisting the self-assembly of magnetic colloids in water, and have observed the formation of stable microscopic pyramids within a certain magnetic field range. Our results indicate that colloidal pyramids can be formed in a number of ways by utilizing external fields.