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Electricity users are the major players of the electricity systems, and electricity consumption is growing at an extraordinary rate. The research on electricity consumption behaviors are becoming increasingly important to design and deployment of the electricity systems. However, the acquisition of data related to the electricity consumption behaviors is still a major challenge. Data synthesis is among the best approaches to solving the issue, and the key is the model that preserves the real electricity consumption behaviors. In this paper, we propose a hierarchical multi-matrices Markov (HMM) model to synthesize scalable electricity load curves that preserve the real consumption behaviors on three time scales: per day, per week, and per year. To promote the research on the electricity consumption behaviors, we use the HMM approach to modeling two distinctive raw electricity load curves. One is collected from the resident sector, and the other is collected from the non-resident sectors, including different industries such as education, finance, and manufacturing. The experiments show our model performs much better than the cluster-based Markov model. We publish two trained models online, publicly available from http://www.benchcouncil.org/electricity , and researchers are allowed to directly use these trained models to synthesize scalable electricity load curves for further research.