[This answer is mostly a long comment to Peter May's answer.]
Edit: I have corrected some arrows which were pointing the wrong way. $\newcommand{\real}[1]{\lvert #1\rvert} \newcommand{\Map}{\operatorname{Map}} \newcommand{\Top}{\mathrm{Top}} \newcommand{\Set}{\mathrm{Set}} \newcommand{\sSet}{\mathrm{sSet}} \newcommand{\diag}{\operatorname{diag}} \newcommand{\To}{\longrightarrow} \newcommand{\id}{\mathrm{id}}$
I was unable to prove the map $X\to\real{Y}$ that Peter May uses in his answer is always a weak equivalence. Unfortunately, the answer Peter links to gives no details. The result would hold if $Y$ were Reedy cofibrant, but it does not seem to be.
So here is an alternative method which proves directly that the map $\real{SY}\to X$ is a weak equivalence, thus answering the question. It avoids any use of realizations of (multi) simplicial spaces, which are problematic by not always being homotopy invariant. Perhaps there is an easier method. In any case, I want to make clear that Peter's idea to use the multi-simplicial space $Y$ is absolutely fulcral. I am essentially dealing with some technical details.
Let $X$ be a space. Recall that the object $Y:\Delta^{\times(k-1)}\to\Top$ from Peter's answer is a multi-simplicial space whose space of $(n_2,\cdots,n_k)$-simplices is the space of maps $\Map(\Delta^{n_2}\times\ldots\times\Delta^{n_k},X)$. Let $cX$ be the constant $(k-1)$-fold multi-simplicial space with value $X$. Then we have an obvious map $cX\to Y$ which is objectwise a homotopy equivalence — as Peter remarks — due to the contractibility of products of simplices.
Let $S:\Top\to\sSet$ be the singular complex functor taking a space $Z$ to the simplicial set whose set of $n$-simplices is the set of maps $\Top(\Delta^n,Z)$. Applying $S$ objectwise to $cX$ and $Y$, we get a map $S(cX)\to SY$ (where $SY$ actually stands for $S\circ Y$, and similarly for $cX$). Since $S$ preserves weak equivalences, then $S(cX)\to SY$ is objectwise a weak equivalence. Now we conclude the map on realizations $\real{S(cX)}\to\real{SY}$ is an equivalence. This follows from the fact that any functor $\Delta^{\times(k-1)}\to\sSet$ is Reedy cofibrant: this follows from a straightforward generalization of proposition 15.8.7 of Hirschhorn; alternatively, it is a particular case of the main theorem (proposition 3.15) of the article "Reedy categories and the $\Theta$-construction" by Charles Rezk and Julia Bergner.
Let us now view functors $\Delta^{\times(k-1)}\to\sSet$ as $k$-fold multisimplicial sets instead. As Peter observes, $SY$ is then just the $k$-fold multisimplicial set described in the question. So it suffices to prove that the natural map $\real{SY}\to X$ is a weak equivalence. But we already saw above that $\real{S(cX)}\to\real{SY}$ is a weak equivalence. Moreover, $\real{S(cX)}=\real{\diag(S(cX))}=\real{SX}$ as Tom Goodwillie observes in a comment above (together with the simple fact that $\diag(S(cX))=SX$). But $\real{SX}$ is well-known to be weakly equivalent to $X$ (the case $k=1$ of the question). Finally, this weak equivalence $\real{SX}\to X$ is the composite of the maps $$ \real{SX}=\real{S(cX)}\To\real{SY}\To X $$ and the first map is a weak equivalence. In conclusion, the second map $\real{SY}\To X$ is also a weak equivalence, as desired.