Given an oligomorphic group $G$ and a measure $μ$ for $G$ (in a sense that we introduce), we define a rigid tensor category $\underline{\mathrm{Perm}}(G; μ)$ of "permutation modules," and, in certain cases, an abelian envelope $\underline{\mathrm{Rep}}(G; μ)$ of this category. When $G$ is the infinite symmetric group, this recovers Deligne's interpolation category. Other choices for $G$ lead to fundamentally new tensor categories. For example, we construct the first known semi-simple pre-Tannakian categories in positive characteristic with super-exponential growth. One interesting aspect of our construction is that, unlike previous work in this direction, our categories are concrete: the objects are modules over a ring, and the tensor product receives a universal bi-linear map. Central to our constructions is a novel theory of integration on oligomorphic groups, which could be of more general interest. Classifying the measures on an oligomorphic group appears to be a difficult problem, which we solve in only a few cases.