If you are using WP_Query you could use the post_type parameter:
$query = new WP_Query( array( 'post_type' => array( 'post', 'page', 'movie', 'book' ) ) );
Or for a single post type:
$query = new WP_Query( array( 'post_type' => 'book' ) );
Thank you, that was exactly what I needed!
$query = new WP_Query( array( 'post_type' => array( 'labs', 'activities', 'projects', 'testreview' ) ) );
while ( $query->have_posts() ) : $query->the_post();
echo '<li><a href="';
the_permalink();
echo '">';
the_title();
echo '</a></li>';
endwhile;