Deep Neural Network (DNN)-based multitask learning (MTL) can handle multiple goals naturally, with each prediction head mapping to a particular optimization goal. However, in practice, it is unclear how to unify data from different surfaces and ad products into a single model. It is critical to learn domain-specialized knowledge and explicitly transfer knowledge between domains to make MTL effective. We present a Multi-Task Multi-Domain (MTMD) architecture under the classic Two-Tower paradigm, with the following key contributions: 1) handle different prediction tasks, ad products, and ad serving surfaces in a unified framework; 2) propose a novel mixture-of-expert architecture to learn both specialized knowledge each domain and common knowledge shared between domains; 3) propose a domain adaption module to encourage knowledge transfer between experts; 4) constrain the modeling of different prediction tasks. MTMD improves the offline loss value by 12% to 36%, mapping to 2% online reduction in cost per click. We have deployed this single MTMD framework into production for Pinterest ad recommendation replacing 9 production models.