We provide a stochastic thermodynamic description across scales for N identical units with allto-all interactions that are driven away from equilibrium by different reservoirs and external forces. We start at the microscopic level with Poisson rates describing transitions between many-body states. We then identify an exact coarse graining leading to a mesoscopic description in terms of Poisson transitions between systems occupations. We also study macroscopic fluctuations using the Martin-Siggia-Rose formalism and large deviation theory. In the macroscopic limit (N → ∞), we derive an exact nonlinear (mean-field) rate equation describing the deterministic dynamics of the most likely occupations. Thermodynamic consistency, in particular the detailed fluctuation theorem, is demonstrated across microscopic, mesoscopic and macroscopic scales. The emergent notion of entropy at different scales is also outlined. Macroscopic fluctuations are calculated semianalytically in an out-of-equilibrium Ising model. Our work provides a powerful framework to study thermodynamics of nonequilibrium phase transitions.