During normal embryogenesis, embryonic stem cells (ESCs) reside in the context of complex three-dimensional tissue structures, in particular of extracellular matrices (ECMs), which determine cell migration, proliferation, and differentiation. Therefore, to study ESC differentiation in an in vivo-like microenvironment, three-dimensional culture systems are necessary. Here, we developed protocols for ESC cultures in three-dimensional systems consisting of collagen matrices (collagen gels and porous collagen sponges) to investigate the mechanisms of ESC differentiation as well as the formation of tissue-like structures. In collagen matrices, ESCs differentiate into neural, epithelial, and endothelial lineages. In this system, ESCs form various tissue-like structures. The abilities of ESCs to form such structures in two chemically similar but topologically different matrices are different. In particular, in collagen gels ESCs form gland-like circular structures, whereas in collagen sponges ESCs are scattered through the matrix and form aggregates. To mimic the in vivo situation further, we developed a protocol for co-cultures of ESCs with human dermal fibroblasts or keratinocytes in collagen matrixes. Co-culture with fibroblasts in collagen gel facilitates ESC differentiation into cells of a neural lineage expressing nestin, neural cell adhesion molecule (NCAM), and class III beta-tubulin. In collagen sponges, keratinocytes facilitated ESC differentiation into cells of an endothelial lineage expressing factor VIII. Thus, the developed protocols promote ESC differentiation into a particular lineage, accompanied by the formation of tissue-like structures. Three-dimensional culture systems are a valuable tool for directing ESC differentiation and the formation of organs and tissues.