We establish various nodal domain theorems for $p$-Laplacians on signed graphs, which unify most of the existing results on nodal domains of graph $p$-Laplacians and arbitrary symmetric matrices. Based on our nodal domain estimates, we obtain a higher order Cheeger inequality that relates the variational eigenvalues of $p$-Laplacians and Atay-Liu's multi-way Cheeger constants on signed graphs. In the particular case of $p=1$, this leads to several identities relating variational eigenvalues and multi-way Cheeger constants. Intriguingly, our approach also leads to new results on usual graphs, including a weak version of Sturm's oscillation theorem for graph $1$-Laplacians and nonexistence of eigenvalues between the largest and second largest variational eigenvalues of $p$-Laplacians with $p>1$ on connected bipartite graphs.