If two-dimensional (2D) nanomaterials are ever to be utilized as components of practical, macroscopic devices on a large scale, there is a complementary need to controllably assemble these 2D building blocks into more sophisticated and hierarchical three-dimensional (3D) architectures. Such a capability is key to design and build complex, functional devices with tailored properties. This review provides a comprehensive overview of the various experimental strategies currently used to fabricate the 3D macro-structures of 2D nanomaterials. Additionally, various approaches for the decoration of the 3D macro-structures with organic molecules, polymers, and inorganic materials are reviewed. Finally, we discuss the applications of 3D macro-structures, especially in the areas of energy, environment, sensing, and electronics, and describe the existing challenges and the outlook for this fast emerging field.