In an embodiment, a method of making an article comprises: co-extruding a core layer formed from a core composition comprising a core thermoplastic polymer and a first cap layer formed from a first cap composition comprising an intumescent flame retardant material to form the article; and thermoforming the article. In an embodiment, a multilayer sheet, comprises: an extruded first cap layer formed from a first cap composition comprising an intumescent flame retardant material; and a co-extruded core layer formed from a core composition comprising a thermoplastic polymer, wherein the first cap layer is disposed upon and in intimate contact with a surface of the core layer; wherein the first cap layer and the second cap layer have an adhesion test value of greater than 2 as measured according to ASTM D3359-02 before thermoforming the first cap layer and the second cap layer.