Preheat oven to 350 degrees. In a large bowl, combine cake mix, butter and egg, at low speed with electric mixer to form a crumbly dough. Press mixture into bottom of an ungreased 9 x 13 inch pan. Spread apple pie filling over top.
Combine brown sugar, nuts and cinnamon. Sprinkle over pie filling. Combine sour cream, egg and vanilla, pour over top. Bake 40 to 55 minutes or until golden brown.