Pegar uma custom taxonomy e mostrar ela ordenada com filhos agrupados.

listar-taxonomias.php

  <?php
      $taxonomyName = "slug-da-minha-taxonomia";
      $terms = get_terms($taxonomyName,array('parent' => 0));
      foreach($terms as $term) :
          echo '<a href="'.get_term_link($term->slug,$taxonomyName).'">'.$term->name.'</a>';
          $term_children = get_term_children($term->term_id,$taxonomyName);
          echo '<ul>';
          foreach($term_children as $term_child_id) :
              $term_child = get_term_by('id',$term_child_id,$taxonomyName);
              echo '<li><a href="' . get_term_link( $term_child->name, $taxonomyName ) . '">' . $term_child->name . '</a></li>';
          endforeach;
          echo '</ul>';
      endforeach;
  ?>