Cutting tool assemblies and retention sleeves. The assemblies may include a support member that has a sleeve-receiving hole therethrough and a cutting tool that has an elongated shank. Various configurations of sleeve segments are disclosed for non-rotatably supporting the elongated shank of the cutting bit in the support member. Such sleeve segment embodiments may be provided with a plurality of axially extending notches to establish segments of various degrees of interference fit between the sleeve and the support member when seated in the sleeve-receiving hole of the support member.