When two immiscible polymers are brought into intimate contact, highly localized mixing of polymer chains creates an "interphase" region. We have fabricated materials that are entirely interphase by forced assembly of two immiscible polymers. Assemblies of thousands of alternating layers of two polymers, with individual layer thickness on the nanometer size scale of the interphase, were created by layer multiplying coextrusion. The properties of the interphase materials were probed with conventional tools of polymer analysis. In this study, the effect of interaction strength was examined with assemblies that combined an amorphous polyester with a series of styrene-acrylonitrile copolymers that varied in acrylonitrile content from 0 to 30 wt %. Continuous, uniform layers were directly observed using atomic force microscopy. Interphase thickness was extracted from the layer thickness dependence of oxygen permeability. The interphase thickness showed the predicted dependency on the parameter and correlated with interphase strength as measured with the T-peel test. Unexpectedly, volumetric properties of the interphase deviated from additive predictions. Correspondence between the decrease in specific volume from macroscopic density and the decrease in free volume hole size from positron annihilation lifetime spectroscopy suggested that densification of the interphase occurred primarily by a decrease in free volume hole size rather than by a decrease in the number of free volume holes. The volume change did not directly correlate with the parameter. At present, the origin of the volume change is not clear.