Four new entangled metal–organic polymers, namely [Cd2(sdba)2(Htpim)2(H2O)2]·5H2O (1), [Zn(sdba)(Htpim)] (2), [Cd(sdba)(bim)] (3), [Cd(sdba)(bimp)] (4) (sdba = 4,4′-sulfonyldibenzoate, Htpim = 2,4,5-tri(4-pyridyl)-imidazole, bim = 1,4-bis(imidazol-1-yl)butane, bimp = 1,4-bis(imidazol-1-yl)propane), have been hydrothermally synthesized and further characterized by single crystal X-ray diffraction, powder X-ray diffraction, elemental analysis, IR spectra and TG analyses. Compound 1 consists of two identical 3D self-threading frameworks with CdSO4 topology, which exhibits a twofold interpenetrating architecture and represents the first entangled coordination polymer containing both interpenetration and self-threading features. Compound 2 exhibits a novel (1D → 3D) interdigitated architecture that is obtained from the self-assembly of 1D tubelike structures, in which each 1D tube is interdigitated by dangling arms from four adjacent tubes belonging to four different spatial orientations. Compounds 3 and 4 are close to being isostructural, and both exhibit a novel (2D → 3D) interdigitated architecture, which is assembled from hydrogen-bonded bilayer motifs that are formed by two kinds of chiral layers (one left-handed and the other right-handed) showing a deep mutual interdigitation. In addition, photoluminescent properties for 1–3 are investigated in detail.