We study theoretically the propagation of large-wave-vector waves (volume plasmon polaritons) in multilayer hyperbolic metamaterials with two levels of structuring. We show that when the parameters of a subwavelength metal-dielectric multilayer (substructure) are modulated (superstructured) on a larger, wavelength scale, the propagation of volume plasmon polaritons in the resulting multiscale hyperbolic metamaterials is subject to photonic-band-gap phenomena. A great degree of control over such plasmons can be exerted by varying the superstructure geometry. When this geometry is periodic, stop bands due to Bragg reflection form within the volume plasmonic band. When a cavity layer is introduced in an otherwise periodic superstructure, resonance peaks of the Fabry-Perot nature are present within the stop bands. More complicated superstructure geometries are also considered. For example, fractal Cantor-like multiscale metamaterials are found to exhibit characteristic self-similar spectral signatures in the volume plasmonic band. Multiscale hyperbolic metamaterials are shown to be a promising platform for large-wave-vector bulk plasmonic waves, whether they are considered for use as a kind of information carrier or for far-field subwavelength imaging.