Cryo-electron microscopy (EM) requires molecular modeling to refine structural details from data. Ensemble models arrive at low free-energy molecular structures, but are computationally expensive and limited to resolving only small proteins that cannot be resolved by cryo-EM. Here, we introduce CryoFold - a pipeline of molecular dynamics simulations that determines ensembles of protein structures directly from sequence by integrating density data of varying sparsity at 3-5 Å resolution with coarse-grained topological knowledge of the protein folds. We present six examples showing its broad applicability for folding proteins between 72 to 2000 residues, including large membrane and multi-domain systems, and results from two EMDB competitions. Driven by data from a single state, CryoFold discovers ensembles of common low-energy models together with rare low-probability structures that capture the equilibrium distribution of proteins constrained by the density maps. Many of these conformations, unseen by traditional methods, are experimentally validated and functionally relevant. We arrive at a set of best practices for data-guided protein folding that are controlled using a Python GUI.