Recent advances in high-throughput biotechnologies have generated various types of genetic, genomic, epigenetic, transcriptomic and proteomic data across different biological conditions. It is likely that integrating data from diverse experiments may lead to a more unified and global view of biological systems and complex diseases. We present a coherent statistical framework for integrating various types of data from distinct but related biological conditions through graphical models. Specifically, our statistical framework is designed for modeling multiple networks with shared regulatory mechanisms from heterogeneous high-dimensional datasets. The performance of our approach is illustrated through simulations and its applications to cancer genomics.