In the Middle Ages, Zsámbok was located in a southern area. Due to the frequent floods, the population moved higher, to its current place. Zsámbok's name was written first on a diploma released in 1328. The name of the settlement desires from Champagnian earls. Other theory says it comes from an adjective which perfectly describes the territory of Hajta, which is a creek near Zsámbok. The name itself has gone through many changes:
1328: Sambuc
1380: Sambok
1470: Tót Sambok
1561: Sombok, Sombog
1562: Sombok
1660: Sambok
1666: Zsambok
1675: Zsámbok
The similarity of Zsámbok and another town called Zsámbék caused many problems. The idea of renaming Zsámbok to Nagyzsámbok was refused. After Zsámbok had been a possession of Sigismond, his wife, Barbara, Albert, Elizabeth, its owner were the Zsámboky and Kókay family. In 1754 the Beniczky family arrived in the village. Lenke Bajza wrote her novels in this settlement. The Benickzy family later emigrated to England. Zsámbok was also populated when it was a part of the Ottoman Hungary. In 1600, due to destructions Zsámbok was the third-most-populated settlement in the vicinity after Vác and Hévíz. During the Hungarian Revolution of 1848 there were no battles in Zsámbok, but bevies went through the village. After the Austro-Hungarian Compromise it was hard to make a living in Zsámbok: there were no facilities to work. The settlement didn't develop during this time. The First World War made the conditions worse: many people became soldiers, which led the population to decrease: 68 people died, and many other got lost. Zsámbok's traditions were also in danger. Between the two World Wars a new school, pharmacy, kindergarten were built, and a lot of new roads went through the village. During the Second World War many people died and a lot of monuments and buildings were destroyed, including the Schell castle. The third castle was literally taken apart after Zsámbok had become released. The village started in improve: for example, the school was rebuilt. In 1953, the World Peace Council held a ceremony in Zsámbok, due to its beautiful costumes. From 1975, Valkó, Vácszentlászló and Zsámbok had a common council. Since the latter received only a small amount of money, the village decided – after a public voting – to separate.