Simultaneous localization and mapping (SLAM) is a fundamental task for numerous applications such as autonomous navigation and exploration. Despite many SLAM datasets have been released, current SLAM solutions still struggle to have sustained and resilient performance. One major issue is the absence of high-quality datasets including diverse all-weather conditions and a reliable metric for assessing robustness. This limitation significantly restricts the scalability and generalizability of SLAM technologies, impacting their development, validation, and deployment. To address this problem, we present SubT-MRS, an extremely challenging real-world dataset designed to push SLAM towards all-weather environments to pursue the most robust SLAM performance. It contains multi-degraded environments including over 30 diverse scenes such as structureless corridors, varying lighting conditions, and perceptual obscurants like smoke and dust; multimodal sensors such as LiDAR, fisheye camera, IMU, and thermal camera; and multiple locomotions like aerial, legged, and wheeled robots. We developed accuracy and robustness evaluation tracks for SLAM and introduced a novel robustness metric. Comprehensive studies are performed, revealing new observations, challenges, and opportunities for future research.