We elaborate on four different types of twisted N = (4, 4) supermultiplets in the SU (2) × SU (2), 2D harmonic superspace. In the conventional N = (4, 4), 2D superspace they are described by the superfieldsq i a ,q i a ,q i a ,q i a subjected to proper differential constraints, (i, i, a, a) being the doublet indices of four groups SU (2) which form the full R-symmetry group SO(4) L × SO(4) R of N = (4, 4) supersymmetry. We construct the torsionful off-shell sigma model actions for each type of these multiplets, as well as the corresponding invariant mass terms, in an analytic subspace of the SU (2) × SU (2) harmonic superspace. As an instructive example, N = (4, 4) superconformal extension of the SU (2) × U (1) WZNW sigma model action and its massive deformation are presented for the multipletq i a . We prove that N = (4, 4) supersymmetry requires the general sigma model action of pair of different multiplets to split into a sum of sigma model actions of each multiplet. This phenomenon also persists if a larger number of non-equivalent multiplets are simultaneously included. We show that different multiplets may interact with each other only through mixed mass terms which can be set up for multiplets belonging to "self-dual" pairs (q i a ,q i a ) and (q i a ,q i a ) . The multiplets from different pairs cannot interact at all. For a "self-dual" pair of the twisted multiplets we give the most general form of the on-shell scalar potential.