Europeana gives access to data from Galleries, Libraries, Archives and Museums across Europe. Semantic and multilingual diversity as well as the variable quality of our metadata makes it difficult to create a digital library offering end-user services such as multilingual search. To palliate this, we build an “Entity Collection”, a knowledge graph that holds data about entities (places, people, concepts and organizations) bringing context to the cultural heritage objects. The diversity and heterogeneity of our metadata has encouraged us to re-use and combine third-party data instead of relying only on those contributed by our own providers. This raises however a number of design issues. This paper lists the most important of these and describes our choices for tackling them using Linked Data and Semantic Web approaches.