Charged colloids at interfaces hold such a simple configuration that their interactions are supposed to be fully elucidated in the framework of classical electrostatics, yet the mysterious existence of attractive forces between these like-charged particles has puzzled the scientific community for decades. Here, we perform the in situ grazing-incidence small-angle X-ray scattering study of the dynamic self-assembling process of two-dimensional interfacial colloids. This approach allows simultaneous monitoring of the in-plane structure and ordering and the out-of-plane immersion depth variation. Upon compression, the system undergoes multiple metastable intermediate states before the stable hexagonal close-packed monolayer forms under van der Waals attraction. Remarkably, the immersion depth of colloidal particles is found to increase as the interparticle distance decreases. Numerical simulations demonstrate the interface around a colloid is deformed by the electrostatic force from its neighboring particles, which induces the long-range capillary attraction.