Dow Jones Averages -- currently and over the years
FedStats: "one stop shopping for federal statistics"
ICPSR: Inter-University Consortium for Political and Social Research
LABORSTA: the International Labour Office database on labor statistics
OECD Glossary of Statistical Terms
Penn World Table: build your own international economic statistical tables
Statistical Abstract of the US in pdf
Statistical Resources on the Web
Statistical Universe. Statistical information from Congressional Information Service. [LU]
StatLib, "a system for distributing statistical software, datasets..."
Wisconsin Demographic Services Center