Mechanically interlocked DNA nanostructures are useful as flexible entities for operating DNA-based nanomachines. Interlocked structures made of double-stranded (ds) DNA components can be constructed by irreversibly threading them through one another to mechanically link them. The interlocked components thus remain bound to one another while still permitting large-amplitude motion about the mechanical bond. The construction of interlocked dsDNA architectures is challenging because it usually involves the synthesis and modification of small dsDNA nanocircles of various sizes, dependent on intrinsically curved DNA. Here we describe the design, generation, purification, and characterization of interlocked dsDNA structures such as catenanes, rotaxanes, and daisy-chain rotaxanes (DCRs). Their construction requires precise control of threading and hybridization of the interlocking components at each step during the assembly process. The protocol details the characterization of these nanostructures with gel electrophoresis and atomic force microscopy (AFM), including acquisition of high-resolution AFM images obtained in intermittent contact mode in liquid. Additional functionality can be conferred on the DNA architectures by incorporating proteins, molecular switches such as photo-switchable azobenzene derivatives, or fluorophores for studying their mechanical behavior by fluorescence quenching or fluorescent resonance energy transfer experiments. These modified interlocked DNA architectures provide access to more complex mechanical devices and nanomachines that can perform a variety of desired functions and operations. The assembly of catenanes can be completed in 2 d, and that of rotaxanes in 3 d. Addition of azobenzene functionality, fluorophores, anchor groups, or the site-specific linkage of proteins to the nanostructure can extend the time line.