Data centers and research centers, such as the WZB Berlin Social Science Center, maintain catalogs or lists of data sources. The WZB's list is here: https://wzb.eu/en/literature-data/search-find/data-sources.
data.europa.eu is the European Union's catalog of datasets from the EU and from European countries which are openly available for use and re-use. The site provides training and self-study materials, links to permanent URLs, thesauri and metadata guides, and statistics about the contents. About one quarter of the datasets have to do with agriculture, fisheries, forestry and food and x, about one quarter have to do with the environment, and just under one fifth have to do with justice and the legal system. The remainder are on ten other topics.