We investigate the convergence of higher order Cesàro means in Banach spaces. The main results of this paper are: (1) The proof of mean and Birkhoff-type ergodic theorems for higher order Cesàro means. (2) The existence of a one-to-one correspondence between convergent Cesàro means of different orders. (3) The proof of strong laws of large numbers for higher order sums of independent and identically distributed random elements. (4) A characterization of the ergodicity of measure preserving maps in terms of higher order mixing properties. To deal with higher order Cesàro means, one needs a notion of weighted mean more general than the one usually considered in the literature on weighted ergodic theorems. In this context, we also prove a characterization of generalized weighted means preserving Cesàro convergence.