We formulate exact generalized nonequilibrium fluctuation relations for the quantum mechanical harmonic oscillator coupled to multiple harmonic baths. Each of the different baths is prepared in its own individual (in general nonthermal) state. Starting from the exact solution for the oscillator dynamics we study fluctuations of the oscillator position as well as of the energy current through the oscillator under general nonequilibrium conditions. In particular, we formulate a fluctuation-dissipation relation for the oscillator position autocorrelation function that generalizes the standard result for the case of a single bath at thermal equilibrium. Moreover, we show that the generating function for the position operator fullfills a generalized Gallavotti-Cohen-like relation. For the energy transfer through the oscillator, we determine the average energy current together with the current fluctuations. Finally, we discuss the generalization of the cumulant generating function for the energy transfer to nonthermal bath preparations.