There's a fun article at LiveScience about the Cheerios effect , in which cereal pieces floating in a relatively empty bowl tend to clump together. This effect is also seen with soda bubbles, or with hair shavings, on the surface of water.
Now I know everyone's been losing a lot of sleep over this, so luckily a physicist has put together an explanation. It's a combined action of buoyancy and surface tension, with the meniscus effect coming in to play at the edge of the bowl.
The cheerios floating on milk distort the surface, making a little dimple; and when two cheerios get near enough to one another they "fall" downward and consolidate into each other's troughs. Breaking this configuration would require the cheerios to go uphill.
The geometry of the milk surface near the rim of the bowl (the meniscus) also traps cheerios on the sides.