For many structured learning tasks, the data annotation process is complex and costly. Existing annotation schemes usually aim at acquiring completely annotated structures, under the common perception that partial structures are of low quality and could hurt the learning process. This paper questions this common perception, motivated by the fact that structures consist of interdependent sets of variables. Thus, given a fixed budget, partly annotating each structure may provide the same level of supervision, while allowing for more structures to be annotated. We provide an information theoretic formulation for this perspective and use it, in the context of three diverse structured learning tasks, to show that learning from partial structures can sometimes outperform learning from complete ones. Our findings may provide important insights into structured data annotation schemes and could support progress in learning protocols for structured tasks.