Handling entirely unknown data is a challenge for any deployed classifier. Classification models are typically trained on a static pre-defined dataset and are kept in the dark for the open unassigned feature space. As a result, they struggle to deal with out-of-distribution data during inference. Addressing this task on the class-level is termed open-set recognition (OSR). However, most OSR methods are inherently limited, as they train closed-set classifiers and only adapt the downstream predictions to OSR. This work presents LORD, a framework to Leverage Open-set Recognition by exploiting unknown Data. LORD explicitly models open space during classifier training and provides a systematic evaluation for such approaches. We identify three model-agnostic training strategies that exploit background data and applied them to well-established classifiers. Due to LORD's extensive evaluation protocol, we consistently demonstrate improved recognition of unknown data. The benchmarks facilitate in-depth analysis across various requirement levels. To mitigate dependency on extensive and costly background datasets, we explore mixup as an off-the-shelf data generation technique. Our experiments highlight mixup's effectiveness as a substitute for background datasets. Lightweight constraints on mixup synthesis further improve OSR performance.