World Bank's DataBank, including extremely useful World Development Indicators
OECD.Stat (mostly for OECD countries)
Penn World Table 10.01 (Most widely used when comparing per capita income across countries and when calculating country-level TFP)
Angus Maddison's Statistics on World Population, GDP and Per Capita GDP, 1-2008 AD (historical statistics for more than 2000 years) and its updates by Maddison Project
UN Comtrade Database (bilateral trade flows for each commodity)
GTAP Data Bases (available only to subscribers)
OECD Data Explorer, FDI by counterpart area and by economic activity, BMD4 (also by industry, for OECD reporting economies) [click "Foreign direnct investment (FDI)" on the home page]
OECD International Development Statistics online databases (Including data at the country-, sector-, and project-level))
AidData (including aid from China and GIS information of aid projects of various countries and institutions)
Polity 5 (Indicators for democracy and autocracy)
V-Dem (indeces of democracy)
Freedom House Freedom in the World (Indicators for democracy and freedom)
Heritage Foundation Index of Economic Freedom
World Bank's Business Ready (formerly Doing Business, indicators for explicit and implicit regulations to do business)
Threat and Imposition of Sanctions (TIES) Data, 1945-2005
EUSANCT, Universitat Konstanz: sancations by the EU, US, and UN, 1989-2015
List of China's Economic Sanctions Episodes, 1990-2023, Table 1 in Ketian Vivian Zhang, "Just Do It: Explaining the Characteristics and Rationale of Chinese Economic Sanctions, Texas National Security Review, vol. 7, 2024 (Appendix)
UNESCO Institute of Statistics, Data for the SDGs (Including R&D data)
Barro and Lee’s education data (Including data on average years of schooling for each country, 1820-2010)
World Bank Poverty and Inequality Platform (estimates of poverty measures)
World Bank Health, Nutrition and Population Data Portal
EM-DAT International Disaster Database (the number of disasters such as floods and famines, registration needed)
UN World Urbanization Prospects (including urban and rural population and future predictions)
World Uncertainty Index (including World Trade Uncertainty Index, yearly and monthly data available)
Links to statistical agencies for many countries and international organizations (created by the Bureau of Labor Statistics, US)
World Bank Living Standards Measurement Survey (household surveys in many countries)
Demographic and Health Surveys (DHS) (particularly for topics related to demography and health)
BREAD (Bureau for Research and Economic Analysis of Development) links to data including household-level data
Afrobarometer (focusing on Africa)
UNU-WIDER's Viet Nam data (household- and firm-level data focusing on Vietnam)