Industrial recommendation systems (RS) rely on the multi-stage pipeline to balance effectiveness and efficiency when delivering items from a vast corpus to users. Existing RS benchmark datasets primarily focus on the exposure space, where novel RS algorithms are trained and evaluated. However, when these algorithms transition to real-world industrial RS, they face two critical challenges: (1) handling unexposed items—a significantly larger space than the exposed one, profoundly impacting their practical performance; and (2) overlooking the intricate interplay between multiple stages of the recommendation pipeline, resulting in suboptimal system performance. To bridge the gap between offline RS benchmarks and real-world online environments, we introduce RecFlow—an industrial full-flow recommendation dataset. Unlike existing datasets, RecFlow includes samples not only from the exposure space but also from unexposed items filtered at each stage of the RS funnel. RecFlow comprises 38 million interactions from 42,000 users across nearly 9 million items with additional 1.9 billion stage samples collected from 9.3 million online requests over 37 days and spanning 6 stages. Leveraging RecFlow, we conduct extensive experiments to demonstrate its potential in designing novel algorithms that enhance effectiveness by incorporating stage-specific samples. Some of these algorithms have already been deployed online at KuaiShou, consistently yielding significant gains. We propose RecFlow as the first comprehensive whole-pipeline benchmark dataset for the RS community, enabling research on algorithm design across the entire recommendation pipeline, including selection bias study, debiased algorithms, multi-stage consistency and optimality, multi-task recommendation, and user behavior modeling.