The labor market is changing rapidly, prompting increased interest in the automatic extraction of occupational skills from text. With the advent of English benchmark job description datasets, there is a need for systems that handle their diversity well. We tackle the complexity in occupational skill datasets tasks -- combining and leveraging multiple datasets for skill extraction, to identify rarely observed skills within a dataset, and overcoming the scarcity of skills across datasets. In particular, we investigate the retrieval-augmentation of language models, employing an external datastore for retrieving similar skills in a dataset-unifying manner. Our proposed method, \textbf{N}earest \textbf{N}eighbor \textbf{O}ccupational \textbf{S}kill \textbf{E}xtraction (NNOSE) effectively leverages multiple datasets by retrieving neighboring skills from other datasets in the datastore. This improves skill extraction \emph{without} additional fine-tuning. Crucially, we observe a performance gain in predicting infrequent patterns, with substantial gains of up to 30\% span-F1 in cross-dataset settings.