Sort by Largest Digit(s)

05AB1E, 5 bytes

ΣêR}R

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Explanation

Σ  }    # sort input by
 ê      # its sorted unique characters
  R     # reversed (to sort descending)
    R   # reverse the result (to sort descending)

Python 2, 60 55 54 bytes

-1 byte thanks to Jonas Ausevicius.

def f(l):l.sort(cmp,lambda n:sorted(set(`n`))[::-1],1)

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Ungolfed

def f(l):
  l.sort(        # Sort the list in place
    cmp = cmp,   # ... compare with the builtin function cmp
    key = k,     # ... on the function k
    reverse = 1  # ... in reverse
  )              # As the arguments are used in the right order, no names are necessary.

k = lambda n:sorted( # sort  
  set(`n`)           # ... the set of digits
  )[::-1]            # reverse the result
                     # As '-' is smaller than the digits,
                     # it will be sorted to the back and ignored for sorting

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Perl 6, 36 34 33 31 bytes

-1 byte thanks to Jo King
-2 bytes thanks to Phil H

*.sort:{sort 1,|set -<<m:g/\d/}

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Explanation

       {                      }  # Map each number, e.g. -373
                       m:g/\d/  # Extract digits: (3, 7, 3)
                    -<<  # Negate each digit: (-3, -7, -3)
                set  # Convert to set to remove duplicates
               |  # Pass as list of pairs: (-3 => True, -7 => True)
             1,  # Prepend 1 for "none": (1, -3 => True, -7 => True)
        sort  # Sort (compares 1 and pair by string value): (-7 => True, -3 => True, 1)
*.sort:  # Sort lexicographically