Although single-cell sequencing has provided a powerful tool to deconvolute cellular heterogeneity of diseases like cancer, extrapolating clinical significance or identifying clinically-relevant cells remains challenging. Here, we propose a novel computational method scAB, which integrates single-cell genomics data with clinically annotated bulk sequencing data via a knowledge- and graph-guided matrix factorization model. Once combined, scAB provides a coarse- and fine-grain multiresolution perspective of phenotype-associated cell states and prognostic signatures previously not visible by single-cell genomics. We use scAB to enhance live cancer single-cell RNA-seq data, identifying clinically-relevant previously unrecognized cancer and stromal cell subsets whose signatures show a stronger poor-survival association. The identified fine-grain cell subsets are associated with distinct cancer hallmarks and prognosis power. Furthermore, scAB demonstrates its utility as a biomarker identification tool, with the ability to predict immunotherapy, drug responses and survival when applied to melanoma single-cell RNA-seq datasets and glioma single-cell ATAC-seq datasets. Across multiple single-cell and bulk datasets from different cancer types, we also demonstrate the superior performance of scAB in generating prognosis signatures and survival predictions over existing models. Overall, scAB provides an efficient tool for prioritizing clinically-relevant cell subsets and predictive signatures, utilizing large publicly available databases to improve prognosis and treatments.