A Guide to International and U.S. Statistics Sources: Compendia, Indexes and Portals

"The Global Open Data Index provides the most comprehensive snapshot available of the state of open government data publication"
Select Datasets to search by dataset type or Places to search by country.
Look under "Metadata" to find the links to data.

"The Bank has compiled and organized over 1,000 searchable statistics and indicators for countries in Latin America and the Caribbean, creating a comprehensive dataset for the region."

Captured by the Internet Archive. No longer being updated.
Originally, curated by the Norwegian Centre for Research Data, the MacroData Guide lists sites for aggregated data as well as "system-level" data of political indicators, such as institutional variables and regime indices.

OECD Data Explorer contains all the datasets released by OECD (Organisation for Economic Cooperation and Development). It replaces OECD.stat

From 2000 to current, presents current economic and social statistics for more than 200 countries and territories of the world. Provides monthly, quarterly and annual data on a variety of subjects, including population, industrial production indices, price indices, employment and earnings, energy, manufacturing, transport, construction, international merchandise trade, finance and national accounts.
Prior to 2000, the library has many of the earlier publications. Search the catalog for "United Nations Monthly Bulletin of Statistics" and follow the "Continues" and "Continued by" title information in the library records to find all iterations of the title.