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Detecting anomalies over real-world datasets remains a challenging task. Data annotation is an intensive human labor problem, particularly in sequential datasets, where the start and end time of anomalies are not known. As a result, data collected from sequential real-world processes can be largely unlabeled or contain inaccurate labels. These characteristics challenge the application of anomaly detection techniques based on supervised learning. In contrast, Multiple Instance Learning (MIL) has been shown effective on problems with incomplete knowledge of labels in the training dataset, mainly due to the notion of bags. While largely under-leveraged for anomaly detection, MIL provides an appealing formulation for anomaly detection over real-world datasets, and it is the primary contribution of this paper. In this paper, we propose an MIL-based formulation and various algorithmic instantiations of this framework based on different design decisions for key components of the framework. We evaluate the resulting algorithms over four datasets that capture different physical processes along different modalities. The experimental evaluation draws out several observations. The MIL-based formulation performs no worse than single instance learning on easy to moderate datasets and outperforms single-instance learning on more challenging datasets. Altogether, the results show that the framework generalizes well over diverse datasets resulting from different real-world application domains.