Multilayered design showed itself to advantage for improvement of functional nitride coatings, which are widely required in various industry applications. This article reports on deposition and detailed characterization series of combined nano-multilayered coatings based on (TiAlSiY)N with changes in components of alternating binary layers. Vacuum-arc deposited (TiAlSiY)N/MoN, (TiAlSiY)N/CrN and (TiAlSiY)N/ZrN coatings were analyzed by means of various experimental techniques such as SEM with EDS, XRD and GIXRD, SIMS, XPS and Raman spectroscopy. Microstructure of (TiAlSiY)N/MoN coating was characterized by creation of fine-grained fcc-AlTiN phase of (200) plane with congruent growth of γ-Mo₂N (200) due to high isostruturality of lattices of alternating layers. The formation of fcc-AlYTiN phase of (111) plane and fcc-TiCrN phase of (200) plane were observed in multilayered (TiAlSiY)N/CrN coating and referred to the loss of clear interfaces and the formation of transition layers due to the diffusion of Ti atoms. Nano-multilayered (TiAlSiY)N/ZrN system showed the formation of stoichiometric fcc compounds of TiN with (200) plane and ZrN with (111) plane, respectively. The evaluation of mechanical properties as nanohardness, reduced elastic modulus, elastic strain prior to failure, and resistance to plastic deformation measurements was performed. The presented results showed important information about the physical and mechanical properties of new nano-multilayered systems for their subsequent application, as well as improvement of existing achievements.