We introduce a mobile app for collecting in-the-wild data, including sensor measurements and self-reported labels describing people's behavioral context (e.g., driving, eating, in class, shower). Labeled data is necessary for developing context-recognition systems that serve health monitoring, aging care, and more. Acquiring labels without observers is challenging and previous solutions compromised ecological validity, range of behaviors, or amount of data. Our user interface combines past and near-future self-reporting of combinations of relevant context-labels. We deployed the app on the personal smartphones of 60 users and analyzed quantitative data collected in-the-wild and qualitative user-experience reports. The interface's flexibility was important to gain frequent, detailed labels, support diverse behavioral situations, and engage different users: most preferred reporting their past behavior through a daily journal, but some preferred reporting what they're about to do. We integrated insights from this work back into the app, which we make available to researchers for conducting in-the-wild studies.