Two-dimensional (2D) layered materials have been a central focus of materials research since the discovery of graphene. Each layer in 2D layered materials consists of a covalently bonded and is weakly bound to neighboring layers by van der Waals interactions. This makes it feasible to mix and match highly disparate atomic layers to create a wide range of vertical heterostructures without the constraints of lattice matching and processing compatibility. In these heteros- tructures, different physical and chemical properties accompany with the stacked materials are combined, furthermore, many applications in electronic/optoelectronic devices and renewable energy storage/conversions are demonstrated. Notably, the controllable syntheses of large area, large domain size and intrinsic vertical heterostructures are the first step. In this review, recent research achievements towards the controllable syntheses and novel physical properties of MX2/ graphene and MX2/MX2 vertical heterostructures, as well as their applications in electrocatalytic/photocatalytic hydrogen evolution reaction are highlighted. Firstly, by using a facile chemical vapor deposition (CVD) approach, high quality and coverage-tunable monolayer MoS2/graphene vertical heterostructures on conventional Au foil substrates are demonstrated. The unique system is selected in view of the tunability of the coverage of MoS2, or the densities of active sites in hydrogen evolution reaction (HER), as well as its compatibility with scanning tunneling microscopy/spectroscopy (STM/STS) observations. Spectroscopic characterizations reveal a quasi-freestanding monolayer MoS2 feature, which is evidenced by a very weak n-doping effect and an intrinsic bandgap of MoS2 in the MoS2/graphene/Au sandwich, as obtained from STM/STS characterizations. Moreover, the exciton binding energy is also deduced by combining photoluminescence measurements. For monolayer MoS2 synthesized on graphene/Au foils, a dramatic decrease of the bandgap from 2.20 to 0.30 eV occurs at the domain edge within a lateral distance of 6 nm, as evidenced by STM/STS observations. The edges of monolayer MoS2 triangles on graphene/Au foils can thus be regarded as narrow-gap quantum wires considering of their reduced bandgaps. More intriguingly, the bandgap decrease at the domain edge is closely related to the rather high HER performance for MoS2/graphene/Au foils comparing with that of MoS2/Au foils. Secondly, a growth-temperature-mediated two-step CVD strategy is designed to synthesize either MoS2/WS2 or WS2/MoS2 vertical heterostructures on Au foils in a controllable manner. The Au foil substrate is selected in view of its concurrently compatible with the growth of MoS2 and WS2 domains and even complete layers at considerably different temperatures. This unique growth system is also suitable for on-site STM/STS observations and direct photocatalysis applications. A dominant A-A stacked MoS2/WS2 and A-B stacked WS2/MoS2 heterostructures are selectively achieved and convinced by spherical-aberration corrected scanning transmission electron microscope (STEM) characterizations. The quasiparticle bandgap of MoS2/WS2/Au foils is unambiguously determined as 1.60±0.08 eV by STM/STS. More intriguingly, the as-grown MoS2/WS2 stacks is found to possess higher photocatalytic activity in HER than that of MoS2, WS2, and WS2/MoS2, due to the effective electron-hole separation and the fast electron transfer kinetics. Motivated by those observations, we believe that significant research interests would be sparked about the oriented syntheses and the versatile applications of MX2-based heterostructures. Finally, remaining challenges for the controllable syntheses and the large-scale applications of MX2/graphene and MX2/MX2 vertical heterostructures are discussed, and the future research directions in the related fields are also proposed.