Butter rectangular pan, 13x9x2 inches, or line with aluminum foil, leaving 1 inch of foil overhanging at 2 opposite sides of pan. Heat sugar, milk, butter and cream cheese to boiling in 6-quart Dutch oven over medium-high heat and cook 6 to 8 minutes, stirring constantly. Reduce heat to medium. Cook about 10 minutes, stirring occasionally, to 225º on candy thermometer; remove from heat.
Quickly stir in marshmallow creme and vanilla. Pour 4 cups hot marshmallow mixture over white baking chips in large bowl; stir to mix. Stir milk chocolate chips, semisweet chocolate chips, cocoa and nuts into remaining marshmallow mixture.
Pour one-third of the white mixture into pan, spreading evenly. Quickly pour one-third of the chocolate mixture over top, spreading evenly. Repeat twice. Swirl knife greased with butter through mixtures for marbled design. Cool until set.
Refrigerate uncovered about 3 hours or until set. Cut into 12 rows by 8 rows with knife greased with butter. Store covered in refrigerator.