We introduce a dataset with annotated Roles Across Multiple Sentences (RAMS), consisting of over 9,000 annotated events. This enables the development of a novel span-based labeling framework that operates at the document level, which connects related ideas in sentence-level semantic role labeling and coreference resolution. We achieve 68.1 F1 on RAMS when given argument span boundaries and 73.2 F1 when also given gold event types. We additionally illustrate the applicability of the approach to the slot filling task in the Gun Violence Database.