Nanoscale machines are strongly influenced by thermal fluctuations, contrary to their macroscopic counterparts. As a consequence, even the efficiency of such microscopic machines becomes a fluctuating random variable. Using geometric properties and the fluctuation theorem for the total entropy production, a “universal theory of efficiency fluctuations” at long times, for machines with a finite state space, was developed in [Verley et al., Nat. Commun. 5, 4721 (2014); Phys. Rev. E 90, 052145 (2014)]. We extend this theory to machines with an arbitrary state space. Thereby, we work out more detailed prerequisites for the “universal features” and explain under which circumstances deviations can occur. We also illustrate our findings with exact results for two non-trivial models of colloidal engines.