Our solar system is many-bodied. When it formed, it had billions more bodies. Yet we are just now figuring out how *neutral* blobs of rock and gas came together to form the planets beyond Jupiter. Now, add EM fields. Seems rather untraceable for a collections of particles we might call a "plasma"; assuming that is what is meant by a "collection of charged particles". Whether it is gravity, EM fields, or lining up your cue stick to break the rack of balls in pool; if there are enough degrees of freedom, the problem is hard. Impossible for some self-assembly? No idea. Nature is much more creative than myself!
If there are enough electrons or ions such that the number of them in a "Debye sphere" = { 740 * SQRT[ T(degrees K) / n(cm^-3) ] }^3 >1, then collective phenomena (non-local EM forces) occur and thus the problem with fusion energy! The components of the hydrogen atom fail this test of "plasma or not". Systems of not-plasma must be common, say, in interstellar space (as Bob for short mentioned), but in laboratories, I can't think of any (maybe electron traps, but they are not self-constrained).
However, there is "ball lightning". This is the one (supposedly) self-constrained system of charged particles that I've ever hear of.