Shrouds and shroud segments for gas turbine engines are provided. In one embodiment, a shroud segment for a gas turbine engine having a rotor blade stage and a nozzle stage is provided. The shroud segment comprises a forward end defining an outer wall of the rotor blade stage and an aft end defining an outer wall of the nozzle stage. The aft end defines at least a portion of an opening therethrough for receipt of a nozzle, and the forward end and the aft end form a single, continuous component. In another embodiment, a gas turbine engine is provided, having a shroud with a forward end positioned near a leading edge of a plurality of rotor blades of a rotor blade stage and an aft end positioned near a trailing edge of a plurality of nozzles of a nozzle stage. Methods of assembling a gas turbine engine also are provided.