Motivated by the Extremal Vanishing Horizon (EVH) black holes, their near horizon geometry and the EVH/CFT proposal, 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 Lambda, the EMD-$��$ 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 $��_2$. For the Einsten-Maxwell-$��$ theory we prove that $��_2$ should have a U(1) isometry, a rigidity theorem in this class of solutions. We also construct all d dimensional Einstein vacuum solutions with $SO(2,2) \times U(1)^{d-4}$ or $SO(2,2) \times SO(d-3)$ isometry.

26 pages, updated to published version