We report the fabrication and self-assembly study of solution-cast films and electrospun nanofibers of poly(3-hexylthiophene)-block-poly(gamma-benzyl-L-glutamate) (P3HT-b-PBLG) rod-rod diblock copolymer. X-ray scattering and transmission electron microscopy revealed hierarchical self-assembly in P3HT-b-PBLG with ordered structures at two length scales: block copolymer self-assembly between P3HT and PBLG (approximate to 11nm) and molecular ordering within each block (0.4-1.6 nm). Vapor pressure of the casting solvent was proven critical in both levels of assembly for films. However, as-spun nanofibers exhibit poorly developed structures, regardless of solvent, due to rapid evaporation during electrospinning. Upon annealing, molecular structures exhibited clear signatures of both blocks in nanofibers.