Assembly of colloidal particles in nematic liquid crystals is governed by the symmetry of building blocks and type of defects in the liquid crystalline orientation. Particles in a nematic act as nucleation sites for topological defect structures that are homotopic to point defects. The tendency for a minimal deformation free energy and topological constraints limit possible defect configurations to extended and localized defect loops. Here we report on a recently discovered colloidal binding, where particles are entangled by disclination loops. Nematic braids formed by such disclinations stabilize multi-particle objects and entrap particles in a complex manner. Observed binding potentials are highly anisotropic showing string-like behavior and can be of an order of magnitude stronger compared to non-entangled colloids. Controlling the assembly based on entangled disclination lines one can build multi-particle structures with potentially useful features (shapes, periodic structure, chirality, etc.) for photonic and plasmonic applications.