Entangled graph states can be used for quantum sensing and computing applications. In some measurement-based quantum computing schemes, error correction will require the construction of cluster states in at least three dimensions. Here, we generate one-, two-, three-, and four-dimensional optical frequency-mode graph states, which would become cluster states at higher squeezing levels than obtained here, by sending broadband two-mode vacuum-squeezed light through an electro-optical modulator (EO