A refractory tunnel assembly (200, 200A) for a steam reformer furnace wherein the tunnel assembly (200, 200A) comprising: a plurality of hollow base components, each base component comprising a plurality of corresponding base component mechanical mating members; a plurality of hollow wall blocks (10, 100), each wall block (10, 100) comprising a plurality of corresponding wall block mechanical mating members that further correspond to the base component mechanical mating members, wherein at least a portion of the plurality of wall blocks (10, 100) further comprises at least one through-hole having openings formed in opposed side surfaces thereof; a plurality of hollow lid components, each said lid component comprising a plurality of lid component mechanical mating members that further correspond to said wall block (10, 100) and said base component mechanical mating members; and one or more refractory insert members that reside within one or more of the through-holes in said wall blocks (10, 100); wherein said base components are arranged to extend in a horizontal arrangement direction defining a width of the tunnel assembly (200, 200A) and a longitudinal arrangement direction defining a length of the tunnel assembly (200, 200A); wherein the wall blocks are stacked upon and mechanically interconnected to the base components via the corresponding base component and wall block mechanical mating members in a vertical arrangement direction and along the longitudinal arrangement direction, and are stacked upon one and mechanically interconnected to another via the corresponding base component and wall block mechanical mating members, without the use of mortar, in both the vertical and longitudinal arrangement directions, to define two parallel tunnel walls, spaced a distance apart from one another in the horizontal arrangement direction, wherein the tunnel walls extend upwardly from the base components in the vertical arrangement direction and along the length of the tunnel assembly (200, 200A) on the base components; and wherein the plurality of lid components are stacked upon and mechanically interconnected to the wall blocks (10, 100) via the wall block (10, 100) and lid component mechanical mating members, without the use of mortar, in the vertical arrangement direction and along the longitudinal arrangement direction, so that the lids extend along the longitudinal arrangement direction and the horizontal arrangement direction in order to cover the distance between the tunnel walls along at least a portion of the length of the tunnel assembly (200, 200A). a plurality of hollow base components, each base component comprising a plurality of corresponding base component mechanical mating members; a plurality of hollow wall blocks (10, 100), each wall block (10, 100) comprising a plurality of corresponding wall block mechanical mating members that further correspond to the base component mechanical mating members, wherein at least a portion of the plurality of wall blocks (10, 100) further comprises at least one through-hole having openings formed in opposed side surfaces thereof; a plurality of hollow lid components, each said lid component comprising a plurality of lid component mechanical mating members that further correspond to said wall block (10, 100) and said base component mechanical mating members; and one or more refractory insert members that reside within one or more of the through-holes in said wall blocks (10, 100); wherein said base components are arranged to extend in a horizontal arrangement direction defining a width of the tunnel assembly (200, 200A) and a longitudinal arrangement direction defining a length of the tunnel assembly (200, 200A); wherein the wall blocks are stacked upon and mechanically interconnected to the base components via the corresponding base component and wall block mechanical mating members in a vertical arrangement direction and along the longitudinal arrangement direction, and are stacked upon one and mechanically interconnected to another via the corresponding base component and wall block mechanical mating members, without the use of mortar, in both the vertical and longitudinal arrangement directions, to define two parallel tunnel walls, spaced a distance apart from one another in the horizontal arrangement direction, wherein the tunnel walls extend upwardly from the base components in the vertical arrangement direction and along the length of the tunnel assembly (200, 200A) on the base components; and wherein the plurality of lid components are stacked upon and mechanically interconnected to the wall blocks (10, 100) via the wall block (10, 100) and lid component mechanical mating members, without the use of mortar, in the vertical arrangement direction and along the longitudinal arrangement direction, so that the lids extend along the longitudinal arrangement direction and the horizontal arrangement direction in order to cover the distance between the tunnel walls along at least a portion of the length of the tunnel assembly (200, 200A).