Event detection in social media is an important but challenging problem. Most existing approaches are based on burst detection, topic modeling, or clustering techniques, which cannot naturally model the implicit heterogeneous network structure in social media. As a result, only limited information, such as terms and geographic locations, can be used. This paper presents Non-Parametric Heterogeneous Graph Scan (NPHGS), a new approach that considers the entire heterogeneous network for event detection: we first model the network as a "sensor" network, in which each node senses its "neighborhood environment" and reports an empirical p-value measuring its current level of anomalousness for each time interval (e.g., hour or day). Then, we efficiently maximize a nonparametric scan statistic over connected subgraphs to identify the most anomalous network clusters. Finally, the event represented by each cluster is summarized with information such as type of event, geographical locations, time, and participants. As a case study, we consider two applications using Twitter data, civil unrest event detection and rare disease outbreak detection, and present empirical evaluations illustrating the effectiveness and efficiency of our proposed approach.