Keyphrase extraction has been comprehensively researched within the single-document setting, with an abundance of methods and a wealth of datasets. In contrast, multi-document keyphrase extraction has been infrequently studied, despite its utility for describing sets of documents, and its use in summarization. Moreover, no dataset existed for multi-document keyphrase extraction, hindering the progress of the task. Recent advances in multi-text processing make the task an even more appealing challenge to pursue. To initiate this pursuit, we present here the first literature review and the first dataset for the task; we test several keyphrase extraction base lines on our data and show their results.