For stochastic non-equilibrium dynamics like a Langevin equation for a colloidal particle or a master equation for discrete states, entropy production along a single trajectory is studied. It involves both genuine particle entropy and entropy production in the surrounding medium. The integrated sum of both \(\Delta s\t\)is shown to obey a fluctuation theorem \(<\exp[-\Delta s\t]> =1\) for arbitrary initial conditions and arbitrary time-dependent driving over a finite time interval.