Yes, I believe that there is such a thing as the "collective unconscious." All of the studies showing how people behave in group situations as opposed to one-on-one interactions show that personal values will often go by the wayside when overcome by the pressure of mass thought. The fact that most Germans professed to know nothing about the Holocaust even as their Jewish neighbors vanished is just one of the most famous examples.
There is such a thing as "collective unconscious." This is because the human mind works in ways people don't always understand, and it often works the same way for almost everyone. For example, the smoking rate has been reduced in percentage of the population. This means that many people simply did not start the activity. It might not even be by choice, but that they weren't really thinking about the activity to begin with. People doing this on a mass scale could be the "collective unconscious"
I think there is such a thing as a collective unconscious. Since Humans share many of the same experiences, especially the closer they live together, it is likely that collectively these individuals share a similar subconscious. The Individual subconscious may involve an individuals personal experiences, but the collective unconscious involves the experiences of a group of people.
I do not believe in the collective unconscious because there is no real proof. The only thing that really suggests this is yawning. When one member of a group yawns, the rest of the group has an urge to yawn. This is unexplained behavior. Beyond yawning, all other indicators are proven to be suggestion and mass indoctrination.
I think the idea that every member of a species is able to share our unconsciousness in some sort of state in any way is a ridiculous theory. I do not think that there is anything to even suggest that such a thing is possible. But I do think that anything is possible.