This paper reviews recent advances in graphene plasmonic heterostructures for new types of terahertz lasers. We theoretically discovered and experimentally manifested that the excitation of surface plasmons in population-inverted graphene by the terahertz photons results in propagating surface plasmon polaritons with a giant gain in a wide terahertz range. Furthermore, double graphene layer heterostructures consisting of a tunnel barrier insulator sandwiched with a pair of gated graphene monolayers are introduced. Photoemission-assisted quantum-mechanical resonant tunneling can be electrically tuned to meet a desired photon energy for lasing, resulting in enormous enhancement of the terahertz gain. Current injection structures are also addressed.