The experimental realization of cold polar molecules in the rotational and vibrational ground state opens the door to the study of a wealth of phenomena involving long-range interactions. By applying an optical lattice to a gas of cold polar molecules one can create a layered system of planar traps. Due to the long-range dipole-dipole interaction one expects a rich structure of bound complexes in this geometry. We study the bilayer case and determine the two-body bound-state properties as a function of the interaction strength. The results clearly show that a least one bound state will always be present in the system. In addition, bound states at zero energy show universal behavior and extend to very large radii. These results suggest that non-trivial bound complexes of more than two particles are likely in the bilayer and in more complicated chain structures in multilayer systems. We use a harmonic approximation to study the behavior of the chain structures.