An axial flow turbine diaphragm is constructed without welding or other metal joining techniques as an annular array of static blade units. Each blade unit comprises an aerofoil and radially inner and outer platforms integral with the aerofoil. The radially inner platform consists of a segment of the inner diaphragm ring and the radially outer platform consists of a segment of the outer diaphragm ring. At least the outer ring segment has engagement features that mechanically engage with complementary engagement features on neighbouring outer ring segments in the annular array of blade units, the engagement features acting to mechanically interlock neighbouring outer ring segments and produce a self-supporting turbine diaphragm.