How to convert String to Date without knowing the format?

You cant!

If you have the date 2010-08-05 then it can be either 5th August 2010, or 8th May 2010 - you need to know the date format (or at least prioritise one format over the over) to tell them apart.

I agree with Kragen that in the general case there is no correct solution. However, if the following conditions hold, you may use the solution below:

1. You have a set of all possible formats

2. There is no ambiguity between the formats; no date expression can be successfully parsed by two of them.

Consider the following solution which iterates over a list of possible formats. This solution makes use of ThreadLocal, in order to make date parsing efficient in a multi-threaded environment (remember that SimpleDateFormat isn't thread safe):

public class FlexibleDateParser {
    private List<ThreadLocal<SimpleDateFormat>> threadLocals = new  ArrayList<ThreadLocal<SimpleDateFormat>>();

    public FlexibleDateParser(List<String> formats, final TimeZone tz){
        threadLocals.clear();
        for (final String format : formats) {
            ThreadLocal<SimpleDateFormat> dateFormatTL = new ThreadLocal<SimpleDateFormat>() {
                protected SimpleDateFormat initialValue() {
                    SimpleDateFormat sdf = new SimpleDateFormat(format);
                    sdf.setTimeZone(tz); 
                    sdf.setLenient(false);
                    return sdf;
                }
            };
            threadLocals.add(dateFormatTL);
        }       
    }

    public Date parseDate(String dateStr) throws ParseException {
        for (ThreadLocal<SimpleDateFormat> tl : threadLocals) {
            SimpleDateFormat sdf = tl.get();
            try {
                return sdf.parse(dateStr);
            } catch (ParseException e) {
                // Ignore and try next date parser
            }
        }
        // All parsers failed
        return null;
    }       
}