We report the phenomenon of self-organized emergence of hierarchical multilayered structures and chimera states in dynamical networks with adaptive couplings. This process is characterized by a sequential formation of subnetworks (layers) of densely coupled elements, the size of which is ordered in a hierarchical way, and which are weakly coupled between each other. We show that the hierarchical structure causes the decoupling of the subnetworks. Each layer can exhibit either a two-cluster state, a periodic traveling wave, or an incoherent state, and these states can coexist on different scales of subnetwork sizes.