We extend the tools of quantum resource theories to scenarios in which multiple quantities (or resources) are present, and their interplay governs the evolution of physical systems. We derive conditions for the interconversion of these resources, which generalise the first law of thermodynamics. We study reversibility conditions for multi-resource theories, and find that the relative entropy distances from the invariant sets of the theory play a fundamental role in the quantification of the resources. The first law for general multi-resource theories is a single relation which links the change in the properties of the system during a state transformation and the weighted sum of the resources exchanged. In fact, this law can be seen as relating the change in the relative entropy from different sets of states. In contrast to typical single-resource theories, the notion of free states and invariant sets of states become distinct in light of multiple constraints. Additionally, generalisations of the Helmholtz free energy, and of adiabatic and isothermal transformations, emerge. We thus have a set of laws for general quantum resource theories, which generalise the laws of thermodynamics. We first test this approach on thermodynamics with multiple conservation laws, and then apply it to the theory of local operations under energetic restrictions.