Mobile device location data (MDLD) contains abundant travel behavior information to support travel demand analysis. Compared to traditional travel surveys, MDLD has larger spatiotemporal coverage of the population and its mobility. However, ground truth information such as trip origins and destinations, travel modes, and trip purposes are not included by default. Such important attributes must be imputed to maximize the usefulness of the data. This paper targets at studying the capability of MDLD on estimating travel mode share at aggregated levels. A data-driven framework is proposed to extract travel behavior information from MDLD. The proposed framework first identifies trip ends with a modified Spatiotemporal Density-based Spatial Clustering of Applications with Noise algorithm. Then three types of features are extracted for each trip to impute travel modes using machine learning models. A labeled MDLD dataset with ground truth information is used to train the proposed models, resulting in a 95% recall rate in identifying trip ends and over 93% tenfold cross-validation accuracy in imputing the five travel modes (drive, rail, bus, bike and walk) with a random forest (RF) classifier. The proposed framework is then applied to two large-scale MDLD datasets, covering the Baltimore-Washington metropolitan area and the United States, respectively. The estimated trip distance, trip time, trip rate distribution, and travel mode share are compared against travel surveys at different geographies. The results suggest that the proposed framework can be readily applied in different states and metropolitan regions with low cost in order to study multimodal travel demand, understand mobility trends, and support decision making.