Web forums have become an important data resource for many web applications, but extracting structured data from unstructured web forum pages is still a challenging task due to both complex page layout designs and unrestricted user created posts. In this paper, we study the problem of structured data extraction from various web forum sites. Our target is to find a solution as general as possible to extract structured data, such as post title, post author, post time, and post content from any forum site. In contrast to most existing information extraction methods, which only leverage the knowledge inside an individual page, we incorporate both page-level and site-level knowledge and employ Markov logic networks (MLNs) to effectively integrate all useful evidence by learning their importance automatically. Site-level knowledge includes (1) the linkages among different object pages, such as list pages and post pages, and (2) the interrelationships of pages belonging to the same object. The experimental results on 20 forums show a very encouraging information extraction performance, and demonstrate the ability of the proposed approach on various forums. We also show that the performance is limited if only page-level knowledge is used, while when incorporating the site-level knowledge both precision and recall can be significantly improved.