In real-world applications, deep neural networks may encounter constantly changing environments, where the test data originates from continually shifting unlabeled target domains. This problem, known as Unsupervised Continual Domain Shift Learning (UCDSL), poses practical difficulties. Existing methods for UCDSL aim to learn domain-invariant representations for all target domains. However, due to the existence of adaptivity gap, the invariant representation may theoretically lead to large joint errors. To overcome the limitation, we propose a novel UCDSL method, called Multi-Prototype Modeling (MPM). Our model comprises two key components: (1) Multi-Prototype Learning (MPL) for acquiring domain-specific representations using multiple domain-specific prototypes. MPL achieves domain-specific error minimization instead of enforcing feature alignment across different domains. (2) Bi-Level Graph Enhancer (BiGE) for enhancing domain-level and category-level representations, resulting in more accurate predictions. We provide theoretical and empirical analysis to demonstrate the effectiveness of our proposed method. We evaluate our approach on multiple benchmark datasets and show that our model surpasses state-of-the-art methods across all datasets, highlighting its effectiveness and robustness in handling unsupervised continual domain shift learning. Codes will be publicly accessible.