United Nations Statistical Yearbook
Aims to "provide in a single volume a comprehensive compilation of internationally available statistics on social and economic conditions and activities, at world, regional and national levels, covering a ten-year period to the extent possible."
International Data Base from the U.S. Census Bureau
Demographic data on countries and areas of the world with populations of 5000 or more.
International Monetary Fund eLibrary
Data and publications on macroeconomics, globalization, development, trade and aid, technical assistance, demographics, emerging markets, policy advice, poverty reduction, and more.