Natural language interfaces have become a common part of modern digital life. Chatbots utilize text-based conversations to communicate with users; personal assistants on smartphones such as Google Assistant take direct speech commands from their users; and speech-controlled devices such as Amazon Echo use voice as their only input mode. In this paper, we introduce InstructableCrowd, a crowd-powered system that allows users to program their devices via conversation. The user verbally expresses a problem to the system, in which a group of crowd workers collectively respond and program relevant multi-part IF-THEN rules to help the user. The IF-THEN rules generated by InstructableCrowd connect relevant sensor combinations (e.g., location, weather, device acceleration, etc.) to useful effectors (e.g., text messages, device alarms, etc.). Our study showed that non-programmers can use the conversational interface of InstructableCrowd to create IF-THEN rules that have similar quality compared with the rules created manually. InstructableCrowd generally illustrates how users may converse with their devices, not only to trigger simple voice commands, but also to personalize their increasingly powerful and complicated devices.