Urban agglomerations in China have become the strategic core of national economic development and the main component of the new type of urbanization. However, they are threatened by a series of eco-environmental problems and challenges, including the severe overexploitation of natural resources. Eco-efficiency, which is defined as accomplishing the greatest possible economic benefit with the least possible resource input and damage to the environment, is used as an indicator to quantify the sustainability of urban agglomerations. In this work, a traditional data envelopment analysis (DEA) model with a slack-based measurement (SBM) model of undesirable outputs, was used to assess and compare the economic efficiency and eco-efficiency of four major urban agglomerations in eastern China (UAECs) in 2005, 2011, and 2014. The spatio-temporal characteristics of the evolution of urban agglomerations were analyzed. Based on the results of a slack analysis, suggestions for improving the eco-efficiency of the four UAECs are provided. The overall economic efficiency of urban agglomerations located in the Shandong Peninsula, Yangtze River Delta, and Pearl River Delta displayed a V-shaped pattern (decreased and then increased). In contrast, the overall economic efficiency of the Beijing-Tianjin-Hebei urban agglomeration declined during the study period. The Beijing-Tianjin-Hebei urban agglomeration had a considerable loss of economic efficiency due to pollution, whereas the Shandong Peninsula urban agglomeration was less impacted. Overall, the eco-environmental efficiency of the four UAECs declined from 2005 to 2011 and then increased from 2011 to 2014. In addition, the urban eco-efficiency in the four coastal UAECs was characterized by different evolution patterns. The eco-efficiency was higher in the peri-urban areas of the core cities, riverside areas, and seaside areas and lower in the inland cities. The core cities of the Beijing-Tianjin-Hebei, Yangtze River Delta, and Pearl River Delta urban agglomerations were characterized by high resource consumption, economic benefit output, and eco-efficiency. In most of cities in the urban agglomerations, the emission of pollutants declined, leading to a reduction of pollutants and mitigation of environmental problems. In addition, a differential analysis, from the perspective of urban agglomeration, was performed, and concrete suggestions for improvement are proposed.