Immanence reflects the principle of emergence of something new from inside a complex system (by opposition to transcendence). For example, immanence occurs when social organization emerges from the internal behaviour of a complex system. In this position paper, we defend the vision that the integration of the Grid and Multi-Agent System (MAS) models enables immanence to occur in the corresponding integrated systems and allows self-organization. On one hand, Grid is known to be an extraordinary infrastructure for coordinating distributed computing resources and Virtual Organizations (VOs). On the other hand MAS interest focusses on complex behaviour of systems of agents. Although several existing VO models specify how to manage resource, services, security policies and communities of users, none of them has considered to tackle the internal self-organization aspect of the overall complex system. We briefly present Agora, a virtual organization model integrated in an experimental collaborative environment platform. Agora's architecture adopts a novel design approach, modelled as a dynamic system in which the result of agent interactions are fed back into the system structure.