Graphene is the prototype of two-dimensional (2D) materials, whose main feature is the extremely large surface-to-mass ratio. This property is interesting for a series of applications that involve interactions between particles and surfaces, such as, for instance, gas, fluid or charge storage, catalysis, and filtering. However, for most of these, a volumetric extension is needed, while preserving the large exposed surface. This proved to be rather a hard task, especially when specific structural features are also required (e.g., porosity or density given). Here we review the recent experimental realizations and theoretical/simulation studies of 3D materials based on graphene. Two main synthesis routes area available, both of which currently use (reduced) graphene oxide flakes as precursors. The first involves mixing and interlacing the flakes through various treatments (suspension, dehydration, reduction, activation, and others), leading to disordered nanoporous materials whose structure can be characterized a posteriori, but is difficult to control. With the aim of achieving a better control, a second path involves the functionalization of the flakes with pillars molecules, bringing a new class of materials with structure partially controlled by the size, shape, and chemical-physical properties of the pillars. We finally outline the first steps on a possible third road, which involves the construction of pillared multi-layers using epitaxial regularly nano-patterned graphene as precursor. While presenting a number of further difficulties, in principle this strategy would allow a complete control on the structural characteristics of the final 3D architecture.