The World Bank has made more than 45 important databases available free online plus almost unlimited information in the form of reports, and spreadsheet formatted tables. The databases include the World Development Indicators (WDI) and the Global Development Finance (GDF) databases. The Bank has also revised the interfaces of a number of previously free data sets to simplify access. Many of the databases can be accessed in more than one way, either through the common search facility or as XLS or CSV files which have been made up of selected indicators (Note that the pre-selected downloads often do not include all of the indicators in the database.) A main data page which gives access to the databases as well as a host of other information from the Bank is at https://data.worldbank.org/. However some users may find this page confusing. There are two other more focused approaches to getting data, searching and downloading from the database or downloading the already prepared spreadsheet of data. The following databases are among the 46 that have a similar interface for searching-- World Development Indicators (WDI) and Global Development Finance (GDF) (which have been combined for searching); Gender Statistics; Education Statistics; Health and Population Statistics; African Development Indicators; Global Economic Monitor (GEM) and Millennium Development Goals. The search engine can be accessed directly at http://databank.worldbank.org/data/databases.aspx . Alternatively the same search possibilities as well as access to the prepared downloads in spreadsheet format are available at http://datacatalog.worldbank.org/.
You can see a list of the countries included in the database categorized by region and income level at http://data.worldbank.org/about/country-classifications/country-and-lending-groups . This is a useful link because you can download the list in Excel format. The list includes a three character country code, the region, the income group and the level of indebtedness for each country. This table can be linked to the data from the data base, however be careful, some of the country names in the list have accents, while the names in the data base do not. You will have to remove the accents if you want to link automatically. (Note the link to download the spreadsheet is right at the bottom of the page.)
If you have problems downloading the data there are instructions searching for and downloading here.