Extraordinary properties of traditional hyperbolic metamaterials, not found in nature, arise from their man-made subwavelength structures causing unique light-matter interactions. However, their preparation requiring nanofabrication processes is highly challenging and merely provides nanoscale two-dimensional structures. Stabilizing their bulk forms via scalable procedures has been a sought-goal for broad applications of this technology. Herein, we report a new strategy of designing and realizing bulk metamaterials with finely tunable hyperbolic responses. We develop a facile two-step process: (1) self-assembly to obtain heterostructured nanohybrids of building blocks and (2) consolidation to convert nanohybrid powders to dense bulk pellets. Our samples have centimeter-scale dimensions typically, readily further scalable. Importantly, the thickness of building blocks and their relative concentration in bulk materials serve as a delicate means of controlling hyperbolic responses. The resulting new bulk heterostructured material system consists of the alternating h-BN and graphite/graphene nanolayers and exhibits significant modulation in both type-I and type-II hyperbolic resonance modes. It is the first example of real bulk hyperbolic metamaterials, consequently displaying the capability of tuning their responses along both in-plane and out-of-plane directions of the materials for the first time. It also distinctly interacts with unpolarized and polarized transverse magnetic and electronic beams to give unique hyperbolic responses. Our achievement can be a new platform to create various bulk metamaterials without complicated nanofabrication techniques. Our facile synthesis method using common laboratory techniques can open doors to broad-range researchers for active interdisciplinary studies for this otherwise hardly accessible technology.