A time-dependent current-density-functional theory for many-particle systems in interaction with arbitrary external baths is developed. We prove that, given the initial quantum state |Psi0> and the particle-bath interaction operator, two external vector potentials A(r,t) and A'(r,t) that produce the same ensemble-averaged current density, j(r,t), must necessarily coincide up to a gauge transformation. This result greatly expands the applicability of time-dependent density-functional theory to open quantum systems, and allows for first-principles calculations of many-particle time evolution beyond Hamiltonian dynamics.