We present the first comprehensive, open source multimedia knowledge extraction system that takes a massive stream of unstructured, heterogeneous multimedia data from various sources and languages as input, and creates a coherent, structured knowledge base, indexing entities, relations, and events, following a rich, fine-grained ontology. Our system, GAIA, enables seamless search of complex graph queries, and retrieves multimedia evidence including text, images and videos. GAIA achieves top performance at the recent NIST TAC SM-KBP2019 evaluation. The system is publicly available at GitHub and DockerHub, with a narrated video that documents the system.