Vertical integration of two-dimensional van der Waals materials is predicted to lead to novel electronic and optical properties not found in the constituent layers. Here, we present the direct synthesis of two unique, atomically thin, multi-junction heterostructures by combining graphene with the monolayer transition-metal dichalcogenides: molybdenum disulfide (MoS2), molybdenum diselenide (MoSe2) and tungsten diselenide (WSe2). The realization of MoS2-WSe2-graphene and WSe2-MoS2-graphene heterostructures leads to resonant tunnelling in an atomically thin stack with spectrally narrow, room temperature negative differential resistance characteristics.