Graphene oxide (GO) sheets have been used to construct various bulk forms of GO and graphene-based materials through solution-based processing techniques. Here, we report a highly cohesive dough state of GO with tens of weight percent loading in water without binder-like additives. The dough state can be diluted to obtain gels or dispersions, and dried to yield hard solids. It can be kneaded without leaving stains, readily reshaped, connected, and further processed to make bulk GO and graphene materials of arbitrary form factors and tunable microstructures. The doughs can be transformed to dense glassy solids of GO or graphene without long-range stacking order of the sheets, which exhibit isotropic and much enhanced mechanical properties due to hindered sliding between the sheets. GO dough is also found to be a good support material for electrocatalysts as it helps to form compliant interface to access the active particles.