By transforming data into binary representation, i.e., Hashing, we can perform high-speed search with low storage cost, and thus, Hashing has collected increasing research interest in the recent years. Recently, how to generate Hashcode for multimodal data (e.g., images with textual tags, documents with photos, and so on) for large-scale cross-modality search (e.g., searching semantically related images in database for a document query) is an important research issue because of the fast growth of multimodal data in the Web. To address this issue, a novel framework for multimodal Hashing is proposed, termed as Collective Matrix Factorization Hashing (CMFH). The key idea of CMFH is to learn unified Hashcodes for different modalities of one multimodal instance in the shared latent semantic space in which different modalities can be effectively connected. Therefore, accurate cross-modality search is supported. Based on the general framework, we extend it in the unsupervised scenario where it tries to preserve the Euclidean structure, and in the supervised scenario where it fully exploits the label information of data. The corresponding theoretical analysis and the optimization algorithms are given. We conducted comprehensive experiments on three benchmark data sets for cross-modality search. The experimental results demonstrate that CMFH can significantly outperform several state-of-the-art cross-modality Hashing methods, which validates the effectiveness of the proposed CMFH.