Big Ramsey degrees of finite structures are usually considered with respect to a Fraï ssé limit. Building mainly on the work of Devlin, Sauer, Laflamme and Van Thé, in this paper we consider structures which are not Fraï ssé limits, and still have the property that their finite substructures have finite big Ramsey degrees in them. For example, the class of all finite acyclic oriented graphs is not a Fraï ssé class, and yet we show that there is a countably infinite acyclic oriented graph in which every finite acyclic oriented graph has finite big Ramsey degree. Our main tools come from category theory as it has recently become evident that the Ramsey property is not only a deep combinatorial property, but also a genuine categorical property.