Almost all network research has been focused on the properties of a single network that does not interact and depends on other networks. In reality, many real-world networks interact with other networks. Here we develop an analytical framework for studying interacting networks and present an exact percolation law for a network of $n$ interdependent networks. In particular, we find that for $n$ Erdős-Rényi networks each of average degree $k$, the giant component, $P_{\infty}$, is given by $P_{\infty}=p[1-\exp(-kP_{\infty})]^n$ where $1-p$ is the initial fraction of removed nodes. Our general result coincides for $n=1$ with the known Erdős-Rényi second-order phase transition for a single network. For any $n \geq 2$ cascading failures occur and the transition becomes a first-order percolation transition. The new law for $P_{\infty}$ shows that percolation theory that is extensively studied in physics and mathematics is a limiting case ($n=1$) of a more general general and different percolation law for interdependent networks.