To accelerate the safe deployment of object detectors, we focus on reducing the impact of both covariate and semantic shifts. And we consider a realistic yet challenging scenario, namely Open-Domain Unknown Object Detection (ODU-OD), which aims to detect unknown objects in unseen target domains without accessing any auxiliary data. Towards ODU-OD, it is feasible to learn a robust discriminative boundary by synthesizing virtual features. Generally, perception, memory, and imagination are three essential capacities for human beings. Through multi-level perception and rich memory about known objects, the characteristics of unknown objects can be imagined sufficiently, enhancing the ability of discriminating known from unknown objects. Inspired by this idea, an approach of World Feature Simulation (WFS) is proposed, mainly consisting of a multi-level perception, memory recorder, and unknown-feature generator. Specifically, after extracting the features of the input, we separately employ a Mamba and Graph Network to obtain the global-level and connective-level representations. Next, a codebook containing multiple learnable codewords is defined to preserve fragmented memory of known objects. Meanwhile, we perform a modulated operation on the memory to form the imagination bank involving unknown characteristics. Finally, to alleviate the impact of lacking supervision data, based on the multi-level representation and imagination bank, a dedicated unknown-feature generator is designed to recurrently synthesize outlier features deviating from in-distribution (ID) objects. In the experiments, our method is evaluated on four different detection tasks. The significant performance gains over baselines demonstrate the superiorities of our method.