Synthetic dimensions alter one of the most fundamental properties in nature, the dimension of space. They allow, for example, a real three-dimensional system to act as effectively four-dimensional. Driven by such possibilities, synthetic dimensions have been engineered in ongoing experiments with ultracold matter. We show that rotational states of ultracold molecules can be used as synthetic dimensions extending to many – potentially hundreds of – synthetic lattice sites. Microwaves coupling rotational states drive fully controllable synthetic inter-site tunnelings, enabling, for example, topological band structures. Interactions leads to even richer behavior: when molecules are frozen in a real space lattice with uniform synthetic tunnelings, dipole interactions cause the molecules to aggregate to a narrow strip in the synthetic direction beyond a critical interaction strength, resulting in a quantum string or a membrane, with an emergent condensate that lives on this string or membrane. All these phases can be detected using local measurements of rotational state populations.