Context. Lyman-α emission is commonly used as star formation tracer in cosmological studies. Nevertheless, resonant scattering strongly affects the resulting luminosity, leading to variable and unpredictable escape fractions in different objects. Aims. To understand how the Lyα escape fraction depends on the properties of the star-forming regions, we need high spatial resolution multiwavelength studies of nearby Lyα emitters, like Haro 2. Methods. We study the Lyα emission of Haro 2 in connection with the properties of the young stellar population, the characteristics of the interstellar medium, the distribution and intensity of the Balmer emission lines and the properties of the X-ray emission. We have used HST-STIS spectral images along the major and minor axes of Haro 2 to characterize the Lyα emission, as well as FOC UV, WFPC-2 optical and NICMOS near infrared broadband-filter images to analyze the properties of the stellar population. WFPC-2 Hα image and ground-based spectroscopy allow us to study the Balmer emission lines. Finally, Chandra/ACIS X-ray images provide resolved distribution of the X-ray emission at various energy bands. The observational data are analyzed by comparison with the predictions from evolutionary synthesis models to constrain the properties of the star formation episode. Results. The UV, Hα and far infrared luminosities of the Haro 2 nuclear starburst are well reproduced assuming a young stellar population with ages ∼3.5-5.0 Myr, affected by differential intestellar extinctions. A significant fraction of the stars are completely obscured in the UV, being identifiable only indirectly by their contribution to the ionization of the gas and to the far infrared emission. The diffuse soft X-ray emission extending over the whole source is attributed to gas heated by the mechanical energy released by the starburst. A compact hard X-ray emission (likely an UltraLuminous X-ray source) has been identified in a star-forming condensation to the southeast. Both compact and diffuse Lyα emission components are observed along the major and minor axes in STIS spectral images. Lyα is spatially decoupled from Balmer lines emission, Balmer decrement and UV continuum. However, the diffuse Lyα component is spatially correlated with the diffuse soft X-ray emission. Moreover, unlike the compact Lyα emission, diffuse Lyα shows luminosities larger than predicted from Hα, assuming case B recombination and considering the dust extinction as derived from Hα/Hβ. Conclusions. The Lyα emission closely associated to the massive stellar clusters is strongly affected by the properties of the surrounding neutral gas (presence of outflows, dust abundance), leading to even a range of escape fractions at different locations within the same starburst. On the other hand, we propose that the diffuse Lyα emission originates in gas ionized by the hot plasma responsible for the soft X-ray radiation, as suggested by their spatial correlation and by the measured L(Hα)/L 0.4−2.4 keV ratios. Calibration of Lyα as star forma...