Existing template-independent web data extraction approaches adopt highly ineffective decoupled strategies—attempting to do data record detection and attribute labeling in two separate phases. In this paper, we propose an integrated web data extraction paradigm with hierarchical models. The proposed model is called Dynamic Hierarchical Markov Random Fields (DHMRFs). DHMRFs take structural uncertainty into consideration and define a joint distribution of both model structure and class labels. The joint distribution is an exponential family distribution. As a conditional model, DHMRFs relax the independence assumption as made in directed models. Since exact inference is intractable, a variational method is developed to learn the model’s parameters and to find the MAP model structure and label assignments. We apply DHMRFs to a real-world web data extraction task. Experimental results show that: (1) integrated web data extraction models can achieve significant improvements on both record detection and attribute labeling compared to decoupled models; (2) in diverse web data extraction DHMRFs can potentially address the blocky artifact issue which is suffered by fixed-structured hierarchical models.