Where I come from, an all-nighter is staying up all night. When I first got to college, it would involve studying, or for some other people, partying. You went to bed when the sun came up, because then it’s no longer night, see?
Later in life, I would sometimes stay up until sunrise doing nothing in particular, though, and I didn’t really think of THAT as being an “all-nighter”—like Pete up there said, that’s just “staying up late.” ;) I think that “all-nighter” implies EFFORT – staying up ALL NIGHT to accomplish something (like studying for a test, or going to an epic party) that is hard to do. It’s the spirit of what you’re doing, as well as the hours, that make it an all-nighter.