A self interlocking block system wherein blocks with one or more apertures are interconnected by inserting a hollow peg through the aligned apertures of two vertically adjacent blocks such that a portion of the hollow peg extends into the aperture of the top block and a portion of the hollow peg extends into the aperture of the bottom block, resulting in a vertical shaft extending from the top row of blocks through the bottom row of blocks to the base surface. The vertical shafts may be filled with one or more vertical support bars and/or filler material to provide additional support.