The dynamics of open quantum systems is often modelled using master equations, which describe the expected outcome of an experiment (i.e., the average over many realizations of the same dynamics). Quantum trajectories, instead, model the outcome of ideal single experiments -- the ``clicks'' of a perfect detector due to, e.g., spontaneous emission. The correct description of quantum jumps, which are related to random events characterizing a sudden change in the wave function of an open quantum system, is pivotal to the definition of quantum trajectories. In this article, we extend the formalism of quantum trajectories to open quantum systems with ultrastrong coupling (USC) between light and matter by properly defining jump operators in this regime. In such systems, exotic higher-order quantum-state- and energy-transfer can take place without conserving the total number of excitations in the system. The emitted field of such USC systems bears signatures of these higher-order processes, and significantly differs from similar processes at lower coupling strengths. Notably, the emission statistics must be taken at a single quantum trajectory level, since the signatures of these processes are washed out by the ``averaging'' of a master equation. We analyze the impact of the chosen unravelling (i.e., how one collects the output field of the system) for the quantum trajectories and show that these effects of the higher-order USC processes can be revealed in experiments by constructing histograms of detected quantum jumps. We illustrate these ideas by analyzing the excitation of two atoms by a single photon~[Garziano et al., Phys. Rev. Lett.117, 043601 (2016)]. For example, quantum trajectories reveal that keeping track of the quantum jumps from the atoms allow to reconstruct both the oscillations between one photon and two atoms, as well as emerging Rabi oscillations between the two atoms.