Semiconductor device packages may include a support structure having electrical connections therein. Semiconductor device modules may be located on a surface of the support structure. A molding material may at least partially surround each semiconductor module on the surface of the support structure. A thermal management device may be operatively connected to the semiconductor device modules on a side of the semiconductor device modules opposite the support structure. At least some of the semiconductor device modules may include a stack of semiconductor dice, at least two semiconductor dice in the stack being secured to one another by diffusion of electrically conductive material of electrically conductive elements into one another.