This is a variation of the question Can a tangle of arcs interlock?, asked by Joseph O'Rourke, and solved.
My proposed variation is:
Can they interlock in $\mathbb R^2$?
I posted a comment at the original question, claiming that three circle arcs can be locked.
And two cannot
I soon realized that the examples with three arcs can in fact be unlocked, and I think Joseph O'Rourke did the same. I reproduce here my solution to unlock them:
So, the question is still open for two dimensions.