We introduce the Nuclear-Electronic All-Particle Density Matrix Renormalization Group (NEAP-DMRG) method for solving the time-independent Schrödinger equation simultaneously for electrons and other quantum species. In contrast to the already existing multicomponent approaches, in this work, we construct from the outset a multi-reference trial wave function with stochastically optimized non-orthogonal Gaussian orbitals. By iterative refining of the Gaussians' positions and widths, we obtain a compact multi-reference expansion for the multicomponent wave function. We extend the DMRG algorithm to multicomponent wave functions to take into account inter- and intra-species correlation effects. The efficient parameterization of the total wave function as a matrix product state allows NEAP-DMRG to accurately approximate the full configuration interaction energies of molecular systems with more than three nuclei and 12 particles in total, which is currently a major challenge for other multicomponent approaches. We present the NEAP-DMRG results for two few-body systems, i.e., H2 and H3 +, and one larger system, namely, BH3.