这只涉及两个级别。如果有“无限”级别，则可以生成递归函数。

$custom_terms = get_terms(\'custom_taxonomy\');

/**
 * Loop through all taxonomies
 */
foreach($custom_terms as $custom_term):

    // Reset query (for good measures sake)
    wp_reset_query();

    // Set the args (getting ready to get posts that are in the given taxonomy)
    $outer_args = array(
        \'post_type\' => \'custom_post_type\',
        \'tax_query\' => array(
            array(
                \'taxonomy\' => \'custom_taxonomy\',
                \'field\' => \'slug\',
                \'terms\' => $custom_term->slug,
                \'post_parent\' => 0   // This means that it\'s only top-level taxonomies included
            )
          )
       );

    // Get the information for the outer loop.
    $outer_loop = new WP_Query( $outer_args );

    if($outer_loop->have_posts()):
      echo \'<h2>\'.$custom_term->name.\'</h2>\';

      // Loop through outer loop    
      while( $outer_loop->have_posts() ): 
        $outer_loop->the_post(); 
        $outer_loop_ID = get_the_ID();

        // Display OUTER loop info: 
        echo \'<a href="\'.get_permalink().\'">\'.get_the_title().\'</a><br>\';


        /**
         * Inner loop
         */
        wp_reset_query();
        $inner_args = array(\'post_type\' => \'custom_post_type\',
            \'tax_query\' => array(
                array(
                  \'taxonomy\' => \'custom_taxonomy\',
                  \'field\' => \'slug\',
                  \'terms\' => $custom_term->slug,
                  \'post_parent\' => $outer_loop_ID   // This gets the posts that has the outer loops post as parent
              )
           )
        );

        $inner_loop = new WP_Query($inner_args);
        if($inner_loop->have_posts()):

          // Display inner loop information
          echo \'<h2>\'.$custom_term->name.\'</h2>\';
          while($inner_loop->have_posts()) : 
            $inner_loop->the_post();

             // Display INNER loop info: 
             echo \'<a href="\'.get_permalink().\'">\'.get_the_title().\'</a><br>\';

          endwhile; // Inner loop 

        endif; // if($inner_loop->have_posts()) {

      endwhile; // Outer loop

   endif; // if($outer_loop->have_posts()):

endforeach; // foreach($custom_terms as $custom_term):