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We propose interpretable graph neural networks for sampling and recovery of graph signals, respectively. To take informative measurements, we propose a new graph neural sampling module, which aims to select those vertices that maximally express their corresponding neighborhoods. Such expressiveness can be quantified by the mutual information between vertices' features and neighborhoods' features, which are estimated via a graph neural network. To reconstruct an original graph signal from the sampled measurements, we propose a graph neural recovery module based on the algorithm-unrolling technique. Compared to previous analytical sampling and recovery, the proposed methods are able to flexibly learn a variety of graph signal models from data by leveraging the learning ability of neural networks; compared to previous neural-network-based sampling and recovery, the proposed methods are designed through exploiting specific graph properties and provide interpretability. We further design a new multiscale graph neural network, which is a trainable multiscale graph filter bank and can handle various graph-related learning tasks. The multiscale network leverages the proposed graph neural sampling and recovery modules to achieve multiscale representations of a graph. In the experiments, we illustrate the effects of the proposed graph neural sampling and recovery modules and find that the modules can flexibly adapt to various graph structures and graph signals. In the task of active-sampling-based semi-supervised learning, the graph neural sampling module improves the classification accuracy over 10% in Cora dataset. We further validate the proposed multiscale graph neural network on several standard datasets for both vertex and graph classification. The results show that our method consistently improves the classification accuracies.