Dumbbells that interconnect or stack upon each other without the need for a storage rack. The dumbbells include a top engagement member and a bottom engagement member, where the top engagement member is configured and shaped to accommodate and mate with the bottom engagement member. The top engagement member is preferably a protrusion having a generally flat face and a sloping sidewall, and the bottom engagement member is preferably a recess having a generally flat base and a sloping sidewall. The dumbbells may interconnect or stack flush with one another to form a column.