This paper introduces a series of novel hierarchical implicit derivative matching methods to restore the accuracy of high-order finite difference time-domain (FDTD) schemes of computational electromagnetics (CEM) with material interfaces in one (1D) and two spatial dimensions (2D). By making use of fictitious points, systematic approaches are proposed to locally enforce the physical jump conditions at material interfaces in a preprocessing stage, to arbitrarily high orders of accuracy in principle. While often limited by numerical instability, orders up to 16 in 1D and 2D are achieved. Detailed stability analyses are presented for the present approach to examine the up limit in constructing embedded FDTD methods. As natural generalizations of the high-order FDTD schemes, the proposed derivative matching methods automatically reduce to the standard FDTD schemes when the material interfaces are absent. An interesting feature of the present approach is that it encompasses a variety of schemes of different orders in a single code. Another feature of the present approach is that it can be robustly implemented with other high accuracy time-domain approaches, such as the multiresolution time-domain (MRTD) method and the local spectral time-domain (LSTD) method, to cope 1 with material interfaces. Numerical experiments on both 1D and 2D problems are carried out to test the convergence, examine the stability, access the efficiency, and explore the limitation of the proposed methods. It is found that operating at their best capacity, the proposed high order schemes are at least a million times more efficient than their fourth order versions in both 1D and 2D. Therefore, it is believed that the proposed hierarchical derivative matching methods are highly accurate, efficient, and robust for CEM.