Turbine housing assemblies and related turbocharger systems are provided. One exemplary turbine housing assembly includes an inner shell defining an inner inlet portion and a volute portion providing an outer contour of a volute, an outer shell surrounding the volute portion and defining an outer inlet portion circumscribing the inner inlet portion, and one or more energy absorbing members coupled to an inner surface of the outer shell between the outer shell and the inner shell. The inner shell includes a first plurality of sheet metal structures coupled together in a first plane and the outer shell includes a second plurality of sheet metal structures coupled together in a second plane transverse to the first plane.