Self-sealing fasteners and associated building panels, systems, and methods are provided. In one aspect, a fastener includes an elongated fastener body with an external surface extending between the first end and the second end, and a coating material disposed on at least a portion the external surface. In another aspect, a fastener includes an elongated fastener body with an external surface extending between the first end and the second end, and a polymer annulus surrounding at least a portion of the external surface of the of the elongated fastener body at or adjacent the head of the fastener.