The study of collective light-matter interactions, where the dynamics of an individual scatterer depend on the state of the entire multi-scatterer system, has recently received much attention both in the area of fundamental research and photonic technologies. Cold atomic vapors represent a particularly exciting system for studying such effects because light-based manipulation of the internal and center-of-mass states of the atoms can lead to reduced instability thresholds and new phenomena. Previous investigations have required single-mode cavities to realize strong light-mediated atom-atom interactions, though, which limit the observable phenomena. Here we demonstrate steady-state, mirrorless superradiance in a cold vapor pumped by a pair of weak optical fields. Beyond a critical pumping strength, the vapor spontaneously transforms into a spatially self-organized state: a density grating forms. Scattering of the pump beams off this grating generates new optical fields that act back on the vapor to synergistically enhance the atomic organization. This system has applications in many-body physics with long-range interactions as well as all-optical and quantum information processing. I will discuss how non-equilibrium behavior of the gas is a crucial component of our experiments and I will speculate on how our observations might obscure or prevent the observation of recent proposals for quantum phase transitions in this general type of system.