HIV programmes are achieving significant scale, even as external financing plateaus. Maximising achievement from identification to viral suppression is key to epidemic control and reaching global 95-95-95 goals. Cost and technical efficiency analyses can help programs understand why losses occur along the cascade, which tactics prevent losses, and additional investments required for cost-efficient solutions. The PEPFAR- and USAID-funded Health Policy Plus (HP+) project identified cascade failure points and interventions needed in six countries (Ghana, Indonesia, Kyrgyz Republic, Kenya, Tajikistan, Tanzania). Methods included secondary data analysis and expert interviews. HP+ estimated unit costs and effectiveness of tactics to model future costs and cascade outcomes across scenarios. Conclusions across countries are synthesised for overall best practices. In Ghana, Indonesia, Tajikistan, and the Kyrgyz Republic, HIV identification strategies need to evolve to counter diminishing testing yields. Higher-yield testing modes may have higher costs per person tested, yet lower costs per person identified compared to previous strategies. In Kenya, investments in linkage and retention require additional funding, and will reduce the need for expensive loss-to-follow-up activities. In Tanzania, differentiated antiretroviral therapy can improve patient management while reducing facility-level costs. Results from diverse settings suggest that cost-efficiency analyses aimed at smart cascades will help countries identify and resolve reasons for poor outcomes. The analyses are predicated on contextual exploration of how interventions are linked, and should inform prioritisation and investment strategies. While improving the cascade often has incremental costs, it may be cost-efficient versus the long-term cost of poor outcomes.