By considering the effects of the hygro-thermo-electro-magnetic environments, von Karman nonlinear terms, and multi-harmonic excitations, a coupled nonlinear vibration modeling of composite cylindrical shells comprising a carbon nanotube-reinforced composite (CNTRC) core and two piezoelectric/magnetic composite (PEMC) skins is developed, and the nonlinear dynamic behaviors of such cylindrical shells under primary, super/sub-harmonic, and combined resonance states are investigated. In the theoretical modeling process, the effective mechanical properties of the CNTRC core are first determined using the mixing and Schapery laws, and the hygro-thermo-electro-magneto-mechanical constitutive relations of the PEMC skins are then formulated. Within the framework of Reissner-Mindlin shell theory, the Lagrangian of the system containing Green-Lagrange and von Karman nonlinear terms is derived, and solution techniques based on the multiscale method are provided to obtain nonlinear frequencies, dynamic responses, and phases of CNTRC-PEMC cylindrical shells under multi-physics fields. Consequently, comparison studies are conducted to validate the correctness of the proposed model from different aspects. Based on this, various resonance and chaos behaviors of such structures subjected to multiple load components are revealed and compared, and the influences of environmental factors and structure composition on the amplitude-frequency curves, time-history responses, and phase planes are explored, with several recommendations and findings being drawn.