Modern object detectors are static, fixed-depth networks optimized for a single operating point, requiring separate models for different deployment scenarios. We present an any-depth detection framework that enables a single network to span a continuous range of accuracy--efficiency trade-offs by controlling depth at inference time without retraining. Each backbone and neck stage is divided into an essential path, which always executes, and a skippable refinement path; this decomposition preserves the full multi-scale feature hierarchy at every depth configuration, unlike conventional early exiting that discards entire stages. To train such a network, jointly optimizing many sub-networks of varying depth introduces conflicting gradient signals. We address this via self-distillation between only the two extremes, with prediction-level and feature-level alignment losses that enforce stage-wise modularity, ensuring the outputs of each stage remain compatible regardless of the paths taken. Instantiated on RT-DETR and YOLOv12, our full-depth configurations match or surpass their respective SOTA baselines with negligible parameter overhead, while the most efficient configurations achieve up to $1.82\times$ speedup at a cost of only 2.0 AP, all from a single set of weights.