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Annotating multiple organs in medical images is both costly and time-consuming; therefore, existing multi-organ datasets with labels are often low in sample size and mostly partially labeled, that is, a dataset has a few organs labeled but not all organs. In this paper, we investigate how to learn a single multi-organ segmentation network from a union of such datasets. To this end, we propose two types of novel loss function, particularly designed for this scenario: (i) marginal loss and (ii) exclusion loss. Because the background label for a partially labeled image is, in fact, a `merged' label of all unlabelled organs and `true' background (in the sense of full labels), the probability of this `merged' background label is a marginal probability, summing the relevant probabilities before merging. This marginal probability can be plugged into any existing loss function (such as cross entropy loss, Dice loss, etc.) to form a marginal loss. Leveraging the fact that the organs are non-overlapping, we propose the exclusion loss to gauge the dissimilarity between labeled organs and the estimated segmentation of unlabelled organs. Experiments on a union of five benchmark datasets in multi-organ segmentation of liver, spleen, left and right kidneys, and pancreas demonstrate that using our newly proposed loss functions brings a conspicuous performance improvement for state-of-the-art methods without introducing any extra computation.