It is a challenge to fabricate graphene bulk materials with properties arising from the nature of individual graphene sheets, and which assemble into monolithic three-dimensional structures. Here we report the scalable self-assembly of randomly oriented graphene sheets into additive-free, essentially homogenous graphene sponge materials that provide a combination of both cork-like and rubber-like properties. These graphene sponges, with densities similar to air, display Poisson's ratios in all directions that are near-zero and largely strain-independent during reversible compression to giant strains. And at the same time, they function as enthalpic rubbers, which can recover up to 98% compression in air and 90% in liquids, and operate between -196 and 900 °C. Furthermore, these sponges provide reversible liquid absorption for hundreds of cycles and then discharge it within seconds, while still providing an effective near-zero Poisson's ratio.