Decay of a particle into more particles is a ubiquitous phenomenon to interacting quantum systems, taking place in colliders, nuclear reactors or solids. In a nonlinear medium, even a single photon would decay by down-converting (splitting) into lower-frequency photons with the same total energy1, at a rate given by Fermi's golden rule. However, the energy-conservation condition cannot be matched precisely if the medium is finite and only supports quantized modes. In this case, the fate of the photon becomes the long-standing question of many-body localization, originally formulated as a gedanken experiment for the lifetime of a single Fermi-liquid quasiparticle confined to a quantum dot(2). Here we implement such an experiment using a superconducting multimode cavity, the nonlinearity of which was tailored to strongly violate the photon-number conservation. The resulting interaction attempts to convert a single photon excitation into a shower of low-energy photons but fails owing to the many-body localization mechanism, which manifests as a striking spectral fine structure of multiparticle resonances at the standing-wave-mode frequencies of the cavity. Each resonance was identified as a many-body state of radiation composed of photons from a broad frequency range and not obeying Fermi's golden rule theory. Our result introduces a new platform to explore the fundamentals of many-body localization without having to control many atoms or qubits(3-9).