Presented herein is the integral valorization of residual biomass to film composites by their fractionation into building blocks in a multicomponent cascade isolation approach. First, pine cones were subjected to alkaline pretreatment, followed by soda pulping. Two different hemicellulose/lignin-based fractions were recovered from the extractives of these treatments, with a yield of 19%. Then, chloride- and peroxide-based bleaching methods were proposed to treat the soda-pulped samples, obtaining two cellulose-rich fractions with different chemical compositions and recovery yields (32% and 44%, respectively). From these cellulose fractions, two types of nanocelluloses with different lignin contents were obtained: cellulose nanofibrils (CNF), with a lignin content of 1%, and lignocellulose nanofibrils (LCNF), with a lignin content of 16%. The LCNF displayed lower crystallinity and viscosity but greater diameter and thermal stability than the CNF. The reinforcing capability of different amounts of both nanocelluloses on the first hemicellulose/lignin-based fraction (PCA-L) to form films was evaluated. The thermomechanical, barrier, antioxidant, moisture sorption, and mechanical properties were assessed and compared. In general, the LCNF films showed less moisture sorption and better thermomechanical and antioxidant properties than the CNF films. These results reveal LCNF to be a promising reinforcing agent for designing all-lignocellulose-based composite films to be used in food packaging applications.