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We devised a scalable, modular strategy for microfabricated 3-D neural probe synthesis. We constructed a 3-D probe out of individual 2-D components (arrays of shanks bearing close-packed electrodes) using mechanical self-locking and self-aligning techniques, followed by electroless nickel plating to establish electrical contact between the individual parts. We detail the fabrication and assembly process and demonstrate different 3-D probe designs bearing thousands of electrode sites. We find typical self-alignment accuracy between shanks of <0.2° and demonstrate orthogonal electrical connections of 40 µm pitch, with thousands of connections formed electrochemically in parallel. The fabrication methods introduced allow the design of scalable, modular electrodes for high-density 3-D neural recording. The combination of scalable 3-D design and close-packed recording sites may support a variety of large-scale neural recording strategies for the mammalian brain.