A transformer may include a first and a second continuous single piece multi-turn helical winding where at least some turns of the windings are interleaved. The turns of the windings are electrically insulated from one another and spaced sufficiently close together to permit inductive coupling therebetween. The single piece multi-turn helical windings may have a continuous or smooth radius of curvature, with no discontinuities or singularities between first and second end terminals. The transformer may be formed by wrapping first and second electrical conductors about a winding form to form the first and second continuous single piece multi-turn helical windings substantially concurrently. Alternatively, a second continuous single piece multi-turn helical winding may be advanced on a first continuous single piece multi-turn helical winding, for example by rotation with respect thereto.