Entity typing (ET) is the problem of assigning labels to given entity mentions in a sentence. Existing works for ET require knowledge about the domain and target label set for a given test instance. ET in the absence of such knowledge is a novel problem that we address as ET in the wild. We hypothesize that the solution to this problem is to build supervised models that generalize better on the ET task as a whole, rather than a specific dataset. In this direction, we propose a Collective Learning Framework (CLF), which enables learning from diverse datasets in a unified way. The CLF first creates a unified hierarchical label set (UHLS) and a label mapping by aggregating label information from all available datasets. Then it builds a single neural network classifier using UHLS, label mapping and a partial loss function. The single classifier predicts the finest possible label across all available domains even though these labels may not be present in any domain-specific dataset. We also propose a set of evaluation schemes and metrics to evaluate the performance of models in this novel problem. Extensive experimentation on seven diverse real-world datasets demonstrates the efficacy of our CLF.