The Mediated Matter Group from the MIT Media Lab is working on a robot that might one day spin its own structures.
(CN-SILK robot spider builder video)
Related to the robotic arm, the group has an ongoing project, CNSILK, which stands for Computer Numerically Controlled Silk Cocoon Construction. This is described as "a novel approach to the design and fabrication of silk-based building skins by controlling the mechanical and physical properties of spatial structures inherent in their microstructures using multi-axes fabrication."
As for the robot arm, the team members talk about the robot in relation to the principles of “additive manufacturing.” This is a process where parts are created by successively melting layers of a material. Each layer is melted to the exact geometry defined by a 3D CAD model. Proponents say this is an approach with numerous benefits, and without manufacturing constraints, as it allows for building parts with complex geometries without tools and without waste material.
Science fiction author Charles Sheffield wrote about a machine he called a Spider in his 1979 novel The Web Between the Worlds; these devices were able to extrude cable in a manner similar to the way real spiders spin their webs.