Gravitational waves are transverse waves. That means if the source of the waves is at some distance in the x-direction, you get the best effect by aligning your interferometer arms in the y- and z-direction.
Since the gravitational waves can come from any direction you theoretically would get the best results if your interferometer had 3 arms - 2 perpendicular to each other on the ground and one pointing upside (or down), then you would get an effect on at least 2 of the 3 arms, no matter from which direction the wave is coming from. Then it would also be easier to triangulate the exact position of the source.
Practically you can only cover 2 axes per location, because it is not possible to build a 4 km hight tower, but in the worst case you still get the effect on at least 1 of the 2 arms (if the wave source is located in the x-direction and you have the arms aligned on the x- and y-axis you still get an effect on the y-arm).
Therefore one builds more detectors located on different positions on the globe. If you have a 2 arm detector at longitude 0° and one on longitude 90° you can have x, y and z covered.