Magnetization, specific heat, and neutron diffraction measurements are used to map out the entire magnetic phase diagram of KFe(MoO4)2. This stacked triangular antiferromagnet is structurally similar to the famous multiferroic system RbFe(MoO4)2. Because of an additional small crystallographic distortion, it contains two sets of inequivalent distorted magnetic triangular lattices. As a result, the spin network breaks down into two intercalated yet almost independent magnetic subsystems. One is a collinear antiferromagnet that shows a simple spin-flop behavior in applied magnetic fields. The other is a helimagnet that instead goes through a series of exotic commensurate-incommensurate phase transformations. In the various phases one observes either true three-dimensional or unconventional quasi-two-dimensional ordering.