The largest source of energy consumption in buildings is heating, ventilation, and air conditioning (HVAC). For an HVAC system to provide comfort and minimize energy consumption, it is crucial to understand the spatiotemporal thermal dynamics, especially in large open spaces. To optimize HVAC control, it is important to establish accurate dynamic thermal models. For this purpose, we constructed a real-world test bed by instrumenting an HVAC-controller auditorium using multiple types of sensors. Based on the dataset, we develop and evaluate a novel data-driven approach to model the complex thermal dynamics in a large space through a combination of data clustering and system identification techniques. Real-world data shows that our approach achieves low estimation errors. Our modeling approach therefore provides a practical foundation for HVAC control and optimization for large open spaces.