Methods of fabricating multi-die assemblies including a wafer segment having no integrated circuitry thereon and having a plurality of vertically stacked dice thereon electrically interconnected by conductive through vias, resulting multi-die assemblies, and semiconductor devices comprising such multi-die assemblies. The wafer segment may function as a heat sink to enhance heat transfer from the stacked dice in the resulting multi-die assembly. The die stacks are fabricated at the wafer level on a base wafer, from which the wafer segment and die stacks are singulated after at least peripheral encapsulation.