Observations show that large (~100~pc) and massive (~10^5 Msun) filaments, known as giant molecular filaments (GMFs), may be linked to galactic dynamics and trace the gravitational mid-plane in the Milky Way (MW). They are the largest coherent gas structures and a central building block of the Milky Way. Yet our understanding of GMFs is still poor, limited to estimates of their occurrence, gas masses and lengths. In this talk, I will present our studies of two GMFs (GMF38a and GMF54), which are observed with different gas tracers (atomic and molecular). We studied the cold neutral media of atomic hydrogen via HI self-absorption towards the ~200pc long filament GMF38a, and compared the kinematics and column density distribution of the atomic hydrogen to the molecular gas (CO). The column density probability density functions (N-PDFs) show that the atomic gas is dominated by turbulent motions, whereas the N-PDF of the molecular gas shows a power-law tail that indicates gravitational collapse. We further mapped the dense gas of GMF54 (~45pc) with the IRAM 30m telescope, covering the common dense gas tracers HCN, HNC, HCO+ and their 13C isotopologues, as well as the cold dense gas tracer N2H+. Combining the complementary 13CO data, we studied and compared the kinematics and the density distribution of GMFs over an order of magnitude in density.