Entanglement is considered to be one of the most profound features of quantum mechanics. An entangled state of a system consisting of two subsystems cannot be described as a product of the quantum states of the two subsystems. In this sense, the entangled system is considered inseparable and non-local. It is generally believed that entanglement is usually manifest in systems consisting of a small number of microscopic particles. Here we demonstrate experimentally the entanglement of two macroscopic objects, each consisting of a caesium gas sample containing about 1012 atoms. Entanglement is generated via interaction of the samples with a pulse of light, which performs a non-local Bell measurement on the collective spins of the samples. The entangled spin-state can be maintained for 0.5 milliseconds. Besides being of fundamental interest, we expect the robust and long-lived entanglement of material objects demonstrated here to be useful in quantum information processing, including teleportation of quantum states of matter and quantum memory.