The unique two-dimensional (2D) structure and chemical properties of graphene and its derivatives make it a distinctive nanoscale building block for constructing novel bulky architectures with different dimensions, such as 1D fibers, 2D films and 3D architectures. These bulky graphene materials, depending on the manner in which graphene sheets are assembled, show a variety of fascinating features that cannot be achieved from individual graphene sheet or conventional materials. Thus, over the past several years, considerable effort has been expended in fabricating various structures of bulky graphene materials and developing their corresponding applications. Here, we present a broad and comprehensive overview of the recent developments in expanding the structural diversity of bulky graphene materials and their applications in energy storage and conversion, composites, environmental remediation, etc. Finally, prospects and further developments in this exciting field of bulky graphene materials are also suggested.