from collections import defaultdict, OrderedDict
class NestedOrderedDict(OrderedDict):
    def __missing__(self,k):
        val = self[k] = NestedOrderedDict()
        return self[k]
orddodol = NestedOrderedDict()
orddodol["foo"]["a"] = []
orddodol["foo"]["b"] = []
orddodol["bar"]["a"] = []
orddodol["foo"]["a"].append(1)
orddodol["foo"]["b"].append(1)
orddodol["foo"]["b"].append(12)
orddodol["bar"]["a"].append(2)
orddodol["bar"]["a"].append(3)
or you can implement a defaultdict with ordered like this post Can I do an ordered, default dict in Python
from collections import OrderedDict, Callable
class DefaultOrderedDict(OrderedDict):
    # Source: https://stackoverflow.com/a/6190500/562769
    def __init__(self, default_factory=None, *a, **kw):
        if (default_factory is not None and
           not isinstance(default_factory, Callable)):
            raise TypeError('first argument must be callable')
        OrderedDict.__init__(self, *a, **kw)
        self.default_factory = default_factory
    def __getitem__(self, key):
        try:
            return OrderedDict.__getitem__(self, key)
        except KeyError:
            return self.__missing__(key)
    def __missing__(self, key):
        if self.default_factory is None:
            raise KeyError(key)
        self[key] = value = self.default_factory()
        return value
    def __reduce__(self):
        if self.default_factory is None:
            args = tuple()
        else:
            args = self.default_factory,
        return type(self), args, None, None, self.items()
    def copy(self):
        return self.__copy__()
    def __copy__(self):
        return type(self)(self.default_factory, self)
    def __deepcopy__(self, memo):
        import copy
        return type(self)(self.default_factory,
                          copy.deepcopy(self.items()))
    def __repr__(self):
        return 'OrderedDefaultDict(%s, %s)' % (self.default_factory,
                                               OrderedDict.__repr__(self))