Motivated by the Extremal Vanishing Horizon (EVH) black holes, their near horizon geometry and the EVH/CFT proposal [1], we construct and classify solutions with (local) SO(2,2) symmetry to four and five dimensional Einstein-Maxwell-Dilaton (EMD) theory with positive, zero or negative cosmological constant Λ, the EMD-Λ theory, and also U(1)4 gauged supergravity in four dimensions and U(1)3 gauged supergravity in five dimensions. In four dimensions the geometries are warped product of AdS3 with an interval or a circle. In five dimensions the geometries are of the form of warped product of AdS3 and a 2d surface Σ2. For the Einsten-Maxwell-Λ theory we prove that Σ2 should have a U(1) isometry, a rigidity theorem in this class of solutions. We also construct all d dimensional Einstein vacuum solutions with SO(2,2) × U(1)d−4 isometry.