Rapid urban expansion and economic development have prompted extensive demands for resources. Energy, water, and land (EWL) are typical elements in urban food-energy-water systems, and demand for these elements pose challenges to achieving economic and environmental sustainability of cities. Previous studies paid more attention to one or two elements flows on the basis of a single sectoral approach while ignoring the interconnectedness of the food-energy-water subsystems and the complexity of an open urban system. In this study, we adopted a nexus view to track urban EWL flows not only within local but also across regional, national, and even global supply chains from both production and consumption perspectives by using the environmentally extended multiscale input-output model (EE-MSIO). The four Chinese municipalities (i.e., Beijing, Tianjin, Shanghai, and Chongqing), also known as megacities, were selected as cases. Our results revealed that all four megacities were consumption-oriented cities for EWL resources. Nearly 72%-77%, 87%-92%, and 95%-99% of consumption-based energy, water and land flows were sourced from outside the geographical boundaries of Beijing, Tianjin, and Shanghai, respectively. Domestic regions were the main suppliers for the four megacities. This analysis can help policy makers to develop effective and targeted strategies for complicated urban ecological resources management.