A system is provided having a number of interlocking panels for constructing a building. Each of the panels has a linear concave member protruding from a first surface and a linear convex member protruding from a second surface. The convex member is configured to slide linearly into the concave member and become locked therein against separation in a direction perpendicular to the line of sliding. The convex member is positioned adjacent to a first edge of each panel and the concave member is positioned adjacent to a second edge of each panel in a manner that when assembled, a first assembled panel is offset from a second assembled panel, creating a lapped series. The panels additionally have holes for being fastened to a building frame.