Integration of graphene into macroscopic architectures represents the first step toward creating a new class of graphene-based nanodevices. We report a novel yet simple approach to fabricate graphene fibers, a porous and monolithic macrostructure, from chemical vapor deposition grown graphene films. Graphene is first self-assembled from a 2D film to a 1D fiberlike structure in an organic solvent (e.g., ethanol, acetone) and than dried to give the porous and crumpled structure. The method developed here is scalable and controllable, delivering tunable morphology and pore structure by controlling the evaporation of solvents with suitable surface tension. The fibers are 20-50 mu m thick, with a typical electrical conductivity of similar to 1000 S/m. The cyclic voltammetric studies show typical capacitive behavior for the porous graphene fibers with good rate stability and capacitance values ranging from 0.6 to 1.4 mF/cm(2). Decorated with only 1-3 wt % MnO(2), the graphene/MnO(2) composites exhibit remarkable enhancement of combined performance both with respect to discharge capacitance (up to 12.4 mF/cm(2)) and cycling stability. This special structure could facilitate chemical doping and electrochemical energy storage and find applications in catalyst supports, sensors, supercapacitors, Li ion batteries, etc.