Banks Cross National Time Series
See http://firestone.princeton.edu/econlib/Banks.htm and Cross-National Time-Series Data Archive
To use the online version, select the variables & countries/dates of interest. Some data is available back to 1815. The selected data will be delivered to you via email.
This is an updated digital version of Cross-polity time-series data. Assembled by Arthur S. Banks and the staff of the Center for Comparative Political Research, State University of New York at Binghamton. Cambridge, Mass., MIT Press .
"EH" is short for "economic history" and this site is sponsored by several scholarly associations. Besides "Measuring Worth" (see above), this site has archived data from a number of scholars. Most data sets are about America or Europe in the 19th & 20th centuries. There is also a list of ongoing projects and data sets archived elsewhere.
Global Financial Data
Historical data on bonds, commodities, interest rates, stock markets and indices, futures, exchange rates, GDP, prices, and unemployment. Includes economic data: 1624+; stock market data: 1693+; real estate data 1830+.
Historical Census Data Browser
U. S. census data to 1960. See also http://www.census.gov/prod/www/abs/decennial/index.htm
IISH List of Datafiles of Historical Prices and Wages
From the International Institute of Social History. Provides both datafiles archived by the IISH (mostly as spreadsheets) and an index of datafiles archived elsewhere. Especially useful for non-U.S. data.
Medieval and Early Modern Data Bank
Consists of a handful of datasets created by individual scholars. The data include exchange rates, prices, and wages.
GESIS: Studies and Data of Historical Social Research
Archive of social science data from the Leibnitz Institute for the Social Sciences (Leibniz-Institut für Sozialwissenschaften). In German and English. Free, but you must register to access the historical data.
The Inter-university Consortium for Political and Social Research is the world's largest archive of digital social science data. Princeton is a member of the consortium. Users must create a MyData login before downloading datasets. Most of the data is from the U.S. in the 20th century, but there is some data for other times and places. To get a sense of what's available, Browse by Subject, http://www.icpsr.umich.edu/ICPSR/access/subject.html.
UK Data Archive
Houses the data previously provided by the Arts and Humanities Data Service. To find historical data, Browse by Subject and then choose "History" or one of the subcategories. A list of data sets will be displayed. To access the data, users must apply directly to the UKDA -- see http://www.data-archive.ac.uk/aandp/access/login.asp for information.