In the paper, we develop a systematic methodology for modeling sampled interconnect frequency response data based on spline interpolation. Through piecewise polynomial interpolation, we are able to avoid the numerical problems associated with global polynomial fitting and generate higher order systems to model simulated or measured wideband frequency response data. We reduce the complexity of the generated systems using a data point pruning algorithm and by applying model order reduction based on balanced truncation. The methodology provides substantially greater accuracy than global polynomial approximation while only having O(n) growth in model complexity.