On-device Deep Neural Network (DNN) training has been recognized as crucial for privacy-preserving machine learning at the edge. However, the intensive training workload and limited onboard computing resources pose significant challenges to the availability and efficiency of model training. While existing works address these challenges through native resource management optimization, we instead leverage our observation that edge environments usually comprise a rich set of accompanying trusted edge devices with idle resources beyond a single terminal. We propose Asteroid, a distributed edge training system that breaks the resource walls across heterogeneous edge devices for efficient model training acceleration. Asteroid adopts a hybrid pipeline parallelism to orchestrate distributed training, along with a judicious parallelism planning for maximizing throughput under certain resource constraints. Furthermore, a fault-tolerant yet lightweight pipeline replay mechanism is developed to tame the device-level dynamics for training robustness and performance stability. We implement Asteroid on heterogeneous edge devices with both vision and language models, demonstrating up to 12.2x faster training than conventional parallelism methods and 2.1x faster than state-of-the-art hybrid parallelism methods through evaluations. Furthermore, Asteroid can recover training pipeline 14x faster than baseline methods while preserving comparable throughput despite unexpected device exiting and failure.