What is Collective Unconscious According to Jung?

Collective unconscious is a concept belonging to Jungian psychoanalysis that incorporates the archetypes. 

-> Learn what are the archetypes

It is a universal given that does not depend on culture, religion, beliefs, etc.

Properly speaking, it is the development of the Freudian personal unconscious theory limited to repression.

Schema of the human psychic including the collective unconscious and archetypes

In comparison to this, collective unconscious is innate, not the result of personal experience.

What is an Example of Collective Unconscious?

People use to ask for an example of collective unconscious.  Obviously there'as no such example. One can't find examples because this entity doesn't exist as a material piece of something. It is not something one can see and touch.

It is a concept closer to psychology or philosophy.

It doesn't have a concrete shape. It exists only on the thinking/thought plane.

Jung's Quote about the Collective Unconscious

The collective unconscious - so far as we can say anything about it at all  - appears to consist of mythological motifs or primordial images, for which reason the myths of all nations are its real exponents. In fact, the whole of mythology could be taken as a sort of projection of the collective unconscious...

We can therefore study the collective unconscious in two ways, either in mythology or in the analysis of the individual. (From The Structure of the Psyche, CW 8, par. 325.)

Further Resources on this topic:

• More about the collective unconscious may be found in the entire work of Carl Jung, mostly in the books and papers written after the split from Sigmund Freud. A good collection of writings to start with is The Archetypes and the Collective Unconscious, Princeton University Press, 1990. You may order this book right now from Amazon.com by clicking the following link: http://amzn.to/2FJJmi0.
   
• You may also want to order his Psychology and Alchemy, where archetypes are explained in the context of dream interpretation. Order this book now from https://amzn.to/2NSHtXD.