Photon avalanche occurring in lanthanide-doped materials exhibits a giant optical nonlinear response of the emission intensity to the excitation intensity, which holds great potential in the applications of optical sensing, super-resolution imaging, quantum detection, and other techniques. However, strategies for developing photon avalanches in nanoparticles are limited, and many widely used lanthanide ions have not yet been able to generate high-efficiency avalanching emissions. A general strategy named cascade migrating photon avalanche was proposed to achieve efficient avalanching emissions with huge optical nonlinearities from a large number of emitters at the nanoscale and at room temperature. Specifically, the optical nonlinearity order of bright avalanched Tm^{3 +} -emission was achieved at 63rd order by utilizing the Yb^{3 +} / Pr^{3 +} -codoped nano-engine. By further incorporating a Gd^{3 +} sublattice migrating network, its avalanching energy can propagate over a long distance to arouse avalanching emission with extreme optical nonlinearities up to 45th order among various emitters (Tb^{3 +} , Eu^{3 +} , Dy^{3 +} , Sm^{3 +} ) in multilayered nanostructures. By achieving abundant avalanching full-spectrum emissions, it would be highly conducive to applications in various fields. For instance, our strategy demonstrated its applicability in multi-color super-resolution microscopic imaging with single-nanoparticle sensitivity and resolution up to 48 nm, utilizing a single low-power 852 nm excitation beam.