A composite trim molding assembly includes a composite outer shell having at least one pressed or molded surface feature and a core disposed within the composite outer shell for at least one of strengthening or stiffening the outer shell. The composite trim molding assembly can be configured as a door jamb. For example, the composite outer shell can include a flat jamb, and the at least one pressed or molded surface feature can include a stop. The core can include a protrusion into a cavity formed by the stop. The cavity formed by the stop may also be hollow. The composite outer shell can be molded from a slurry and/or pressed from a flat composite panel. The at least one pressed or molded surface feature can include a surface texture (e.g., a wood grain pattern). The core can include segments fastened together, particle board, and/or fiberboard.