So as to not overwhelm you with too many choices this list is relatively brief. Please contact me or Ask A Librarian if you can't find what you are looking for.
The home of the U.S. Government’s open data. Here you will find data, tools, and resources to conduct research, develop web and mobile applications, design data visualizations, and more.
Compilation of over 37,000 statistical series from over 1,000 sources. All tables include citations to data sources and descriptions of data anomalies. Each major section includes a signed essay that puts the statistics in historical context.
ICPSR maintains and provides access to a vast archive of social science data for research and includes many large time-series datasets. International in scope.
Social Explorer is a detailed reference tool for current and historical Census data from 1790 to the present. Data may be generated by browsing maps or building reports.
International Historical Statistics; updated to 2010 wherever possible, it provides key economic and social indicators for the last 260 years. You may download in pdf and excel formats.