This paper is devoted to multivariate fluctuation relations for all the currents flowing across an open system in contact with several reservoirs at different temperatures and chemical potentials, or driven by time-independent external mechanical forces. After some transient behavior, the open system is supposed to reach a nonequilibrium steady state that is controlled by the thermodynamic and mechanical forces, called the affinities. The time-reversal symmetry of the underlying Hamiltonian dynamics implies symmetry relations among the statistical properties of the fluctuating currents, depending on the values of the affinities. These multivariate fluctuation relations are not only compatible with the second law of thermodynamics, but they also imply remarkable relations between the linear or nonlinear response coefficients and the cumulants of the fluctuating currents. These relations include the Onsager and Casimir reciprocity relations, as well as their generalizations beyond linear response. Methods to deduce multivariate fluctuation relations are presented for classical, stochastic and quantum systems. In this way, multivariate fluctuation relations are obtained for energy or particle transport in the effusion of an ideal gas, heat transport in Hamiltonian systems coupled by Langevin stochastic forces to heat reservoirs, driven Brownian motion of an electrically charged particle subjected to an external magnetic field, and quantum electron transport in multi-terminal mesoscopic circuits where the link to the scattering approach is established.