Due to the increased demands for drilling and cutting tools working at extreme machining conditions, protective coatings are extensively utilized to prolong the tool life and eliminate the need for lubricants. The present work reports on the effect of a second MeN (Me = Zr, Cr, Mo, Nb) layer in WN-based nanocomposite multilayers on microstructure, phase composition, and mechanical and tribological properties. The WN/MoN multilayers have not been studied yet, and cathodic-arc physical vapor deposition (CA-PVD) has been used to fabricate studied coating systems for the first time. Moreover, first-principles calculations were performed to gain more insight into the properties of deposited multilayers. Two types of coating microstructure with different kinds of lattices were observed: (i) face-centered cubic (fcc) on fcc-W₂N (WN/CrN and WN/ZrN) and (ii) a combination of hexagonal and fcc on fcc-W₂N (WN/MoN and WN/NbN). Among the four studied systems, the WN/NbN had superior properties: the lowest specific wear rate (1.7 × 10⁻⁶ mm³/Nm) and high hardness (36 GPa) and plasticity index H/E (0.93). Low surface roughness, high elastic strain to failure, Nb₂O₅ and WO₃ tribofilms forming during sliding, ductile behavior of NbN, and nanocomposite structure contributed to high tribological performance. The results indicated the suitability of WN/NbN as a protective coating operating in challenging conditions.