The generation of genuine multipartite entangled states is challenging in practice. Here we explore a new route to this task, via autonomous entanglement engines which use only incoherent coupling to thermal baths and time-independent interactions. We present a general machine architecture, which allows for the generation of a broad range of multipartite entangled states in a heralded manner. Specifically, given a target multiple-qubit state, we give a sufficient condition ensuring that it can be generated by our machine. We discuss the cases of Greenberger-Horne-Zeilinger, Dicke and cluster states in detail. These results demonstrate the potential of purely thermal resources for creating multipartite entangled states useful for quantum information processing.