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We establish the boundedness of the multilinear Calder'on-Zygmund operators from a product of weighted Hardy spaces into a weighted Hardy or Lebesgue space. Our results generalize to the weighted setting results obtained by Grafakos and Kalton (Collect. Math. 2001) and recent work by the third author, Grafakos, Nakamura, and Sawano. As part of our proof we provide a finite atomic decomposition theorem for weighted Hardy spaces, which is interesting in its own right. As a consequence of our weighted results, we prove the corresponding estimates on variable Hardy spaces. Our main tool is a multilinear extrapolation theorem that generalizes a result of the first author and Naibo (Differential Integral Equations 2016).

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