The innate immune response is the first line of host defense against infections. This system employs a number of different types of cells, which in turn activate different sets of genes. Microarray studies of human and mouse cells infected with various pathogens identified hundreds of differentially expressed genes. However, combining these datasets to identify common and unique response patterns remained a challenge. We developed methods based on probabilistic graphical models to combine expression experiments across species, cells, and pathogens. Our method analyzes homologous genes in different species concurrently overcoming problems related to noise and orthology assignments. Using our method, we identified both core immune response genes and genes that are activated in macrophages in both human and mouse but not in dendritic cells, and vice versa. Our results shed light on immune response mechanisms and on the differences between various types of cells that are used to fight infecting bacteria. For supporting website, see www.cs.cmu.edu/-lyongu/pub/immune/.