You can combine the images that have to be placed in the same column in the same subfigure with a minipage. I can't get this to work in subfigure, for some particular reason. But this code should give you the output you want with the subfig package.
\documentclass[11pt,a4paper]{article}
\usepackage[latin1]{inputenc}
\usepackage{graphicx}
\usepackage{subfig}
\begin{document}
\begin{figure}[tpb]
\centering
\subfloat[]{
\begin{minipage}{0.5\linewidth}
\includegraphics[width=0.98\linewidth, height = 0.2\textheight, keepaspectratio=true]{1a}
\includegraphics[width=0.98\linewidth, height = 0.2\textheight, keepaspectratio=true]{2a}
\end{minipage}}
\subfloat[]{
\begin{minipage}{0.5\linewidth}
\includegraphics[width=0.98\linewidth, height = 0.2\textheight, keepaspectratio=true]{1b}
\includegraphics[width=0.98\linewidth, height = 0.2\textheight, keepaspectratio=true]{2b}
\end{minipage}}
\subfloat[]{
\begin{minipage}{0.5\linewidth}
\includegraphics[width=0.98\linewidth, height = 0.2\textheight, keepaspectratio=true]{1c}
\includegraphics[width=0.98\linewidth, height = 0.2\textheight, keepaspectratio=true]{1d}
\end{minipage}}
\subfloat[]{
\begin{minipage}{0.5\linewidth}
\includegraphics[width=0.98\linewidth, height = 0.2\textheight, keepaspectratio=true]{2c}
\includegraphics[width=0.98\linewidth, height = 0.2\textheight, keepaspectratio=true]{2d}
\end{minipage}}
\end{figure}
\end{document}
Beware of removing whitelines here, as that influences the spacing of the floats.
Instead, if you want this result:

The code is the following, with the same recommandations of the previous one:
\documentclass{article}
\usepackage{adjustbox}
\usepackage{booktabs,rotating,bigstrut}
\begin{document}
\begin{center}
\begin{tabular}{cccc}
&\multicolumn{3}{c}{\adjustimage{width=.94\textwidth}{}}\\
&\begin{adjustbox}{max width=.28\textwidth}
my caption 1 [NW]
\end{adjustbox}&
\begin{adjustbox}{max width=.28\textwidth}
my caption 2 [NN]
\end{adjustbox}&
\begin{adjustbox}{max width=.28\textwidth}
my caption 3 [NE]
\end{adjustbox}\\
\begin{sideways}my sideways 1\end{sideways}&
\adjustimage{width=.29\textwidth}{}&
\adjustimage{width=.29\textwidth}{}&
\adjustimage{width=.29\textwidth}{}\\
\begin{sideways}my sideways 2\end{sideways}&
\adjustimage{width=.29\textwidth}{}&
\adjustimage{width=.29\textwidth}{}&
\adjustimage{width=.29\textwidth}{}\\
\begin{sideways}my sideways 3\end{sideways}&
\adjustimage{width=.29\textwidth}{}&
\adjustimage{width=.29\textwidth}{}&
\adjustimage{width=.29\textwidth}{}\\
\end{tabular}
\end{center}
\end{document}
Best Answer
One tabular solution coming up:
Why subfigure was developed in the first place is beyond me.