The effective interaction between two probe particles in a one-dimensional driven system is studied. The analysis is carried out using an asymmetric simple exclusion process with nearest-neighbor interactions. It is found that the driven fluid mediates an effective long-range attraction between the two probes, with a force that decays at large distances x as -b/x, where b is a function of the interaction parameters. Depending on the amplitude b the two probes may form one of three states: (a) an unbound state, where the distance grows diffusively with time; (b) a weakly bound state, in which the distance grows sub-diffusively; and (c) a strongly bound state, where the average distance stays finite in the long time limit. Similar results are found for the behavior of any finite number of probes.