We report on the superior vortex pinning of single and multilayer Ba(Fe1-xCox)2As2 thin films with self-assembled c-axis and artificially introduced ab-plane pins. Ba(Fe1-xCox)2As2 can accept a very high density of pins (15-20 vol%) without Tc suppression. The matching field is greater than 12 T, producing a significant enhancement of the critical current density Jc, an almost isotropic Jc (Theta,20T) > 10^5 A/cm2, and global pinning force density Fp of about 50 GN/m^3. This scenario strongly differs from the high temperature cuprates where the addition of pins without Tc suppression is limited to 2-4 vol%, leading to small HIrr enhancements and improved Jc only below 3-5 Tesla.