The present invention discloses various embodiments of multiple domain anomaly detection systems and methods. In one embodiment of the invention, a multiple domain anomaly detection system uses a generic learning procedure per domain to create a “normal data profile” for each domain based on observation of data per domain, wherein the normal data profile for each domain can be used to determine and compute domain-specific anomaly data per domain. Then, domain-specific anomaly data per domain can be analyzed together in a cross-domain fusion data analysis using one or more fusion rules. The fusion rules may involve comparison of domain-specific anomaly data from multiple domains to derive a multiple-domain anomaly score meter for a particular cross-domain analysis task. The multiple domain anomaly detection system and its related method may also utilize domain-specific anomaly indicators of each domain to derive a cross-domain anomaly indicator using the fusion rules.