diff --git a/dmlcloud/util/data.py b/dmlcloud/util/data.py
index af33587..ac8b2c2 100644
--- a/dmlcloud/util/data.py
+++ b/dmlcloud/util/data.py
@@ -1,6 +1,7 @@
 from typing import Iterable
 
 import numpy as np
+import torch
 import torch.distributed as dist
 import xarray as xr
 from torch.utils.data import get_worker_info, IterableDataset
@@ -104,3 +105,36 @@ def __iter__(self):
             world_size,
             self.load,
         )
+
+
+def interleave_batches(
+    iterable: Iterable[torch.Tensor], num_batches: int, pin_memory: bool = False
+) -> Iterable[torch.Tensor]:
+    """
+    Interleaves batches from an iterable of batches.
+    Important: Returned batches must be used immediately or copied to avoid overwriting.
+    """
+
+    batches = []
+    memory = None
+    batch_size = None
+    slice_size = None
+    for batch in iterable:
+        if memory is None:
+            batch_size = batch.shape[0]
+            slice_size = batch_size // num_batches
+            if batch_size % num_batches != 0:
+                raise ValueError(f'Batch dimension ({batch_size}) must be divisible by num_batches={num_batches}')
+            memory = torch.empty(
+                (num_batches, *batch.shape), dtype=batch.dtype, device=batch.device, pin_memory=pin_memory
+            )
+
+        batches.append(batch)
+
+        if len(batches) == num_batches:
+            for i in range(num_batches):
+                for j in range(num_batches):
+                    memory[i, j * slice_size : (j + 1) * slice_size] = batches[j][i * slice_size : (i + 1) * slice_size]
+            batches = []
+            for i in range(num_batches):
+                yield memory[i]
diff --git a/test/test_data.py b/test/test_data.py
index d94fedd..227bf22 100644
--- a/test/test_data.py
+++ b/test/test_data.py
@@ -2,8 +2,9 @@
 
 import numpy as np
 import pytest
+import torch
 import xarray as xr
-from dmlcloud.util.data import shard_indices, sharded_xr_dataset, ShardedXrDataset
+from dmlcloud.util.data import interleave_batches, shard_indices, sharded_xr_dataset, ShardedXrDataset
 from numpy.testing import assert_array_equal
 from torch.utils.data import DataLoader, IterableDataset
 
@@ -324,5 +325,21 @@ def test_XrShardedDataset_length(self):
         assert len(torch_ds4) == 1
 
 
+class TestInterleaveBatches:
+    def test_basic(self):
+        batches = [
+            torch.arange(0, 8),
+            torch.arange(8, 16),
+            torch.arange(16, 24),
+            torch.arange(24, 32),
+        ]
+        interleaved_batches = list(t.clone() for t in interleave_batches(batches, num_batches=2))
+        assert len(interleaved_batches) == 4
+        assert {t.item() for t in interleaved_batches[0]} == {0, 1, 2, 3, 8, 9, 10, 11}
+        assert {t.item() for t in interleaved_batches[1]} == {4, 5, 6, 7, 12, 13, 14, 15}
+        assert {t.item() for t in interleaved_batches[2]} == {16, 17, 18, 19, 24, 25, 26, 27}
+        assert {t.item() for t in interleaved_batches[3]} == {20, 21, 22, 23, 28, 29, 30, 31}
+
+
 if __name__ == '__main__':
     sys.exit(pytest.main([__file__]))