The ongoing convergence of Industrial Control Systems (ICSs) with the Internet introduces many challenges from security perspective. Particularly, the smart energy grid as large ICS and critical infrastructure, requires especial protection as the consequences of its failure can be severe. However, even a careful system design cannot prevent all attacks in advance. For this reason, the smart grid requires an additional line of defence that can be provided by a Collaborative Intrusion Detection System (CIDS) to detect unknown and ongoing attacks. In this paper, we describe the requirements to a CIDS for deployment in the smart grid. Furthermore, we discuss the design choices for such a system and summarize the arising challenges in the deployment of CIDSs in smart grids as well as present initial ideas to address them.