A ceramic matrix composite (CMC) component including a first subcomponent and a second subcomponent. The first component formed of a ceramic matrix composite (CMC) including reinforcing fibers embedded in a matrix and the second CMC subcomponent formed of one of a ceramic matrix composite (CMC) including reinforcing fibers embedded in a matrix or a monolithic ceramic material. The subcomponents further including an interlocking mechanical joint joining the first subcomponent and the second subcomponent to form the composite material component. The interlocking mechanical joint including at least one groove defined in one of the first subcomponent or the second subcomponent and into which a portion of the other of the first subcomponent or the second subcomponent is disposed. A shroud segment is provided formed of the joined first and second subcomponents. Methods are also provided for joining the first and second subcomponents using an interlocking mechanical joint.