The main sources of multi-sector data are the international organizations in the United Nations Family -- the main providers are the World Bank (IBRD), the United Nations (UN) and the United Nations Development Programme (UNDP). The World Resources Institute also provides multisectoral data, but with an emphasis on the Environment. Since April 2010 the World Bank has made all of its online databases available free, which makes it the first stop if you are looking for national time series data on any economic or social topic. Several organizations have data bases on specific Millennium Development Indicators, but the World Bank, and the UN have times series data on the indicators for all goals.
World Bank -- The most comprehensive set of multi-sector data is the World Bank's set of online databases. For more detailed information about the World Bank's suite of databases click here.
United Nations-- The major United Nations data base is the United Nations Common Data Base (UNCDB) with some time series going back to 1945. The UN also has a time series database of indicators developed to track the Millennium Development Goals (MDG) adopted by the UN and the World Bank. For more details on these databases click here.
United Nations Development Programme-- UNDP is not a major data provider, however since 1990 they have published the annual Human Development Report with its associated indexes and rankings. This site provides downloads of each of the reports in pdf format plus data tables for the most recent report and a summary table by country for historical records. For more information click here. UNDP is also responsible for reporting on the Millennium Development Goals and provides text reports at http://www.undp.org/mdg/countries.shtml as well as links to the UN's country level database on the MDGs.
World Resources Institute-- The WRI provides free online data in EarthTrends. WRI provides a searchable time-series database with a range of indicators for more than 140 countries. Topics include Coastal and Marine Ecosystems; Water Resources and Freshwater Ecosystems; Climate and Atmosphere; Population, Health and Human Well-being; Economics, Business and the Environment; Energy and Resources; Biodiversity and Protected Areas; Agriculture and Food; Forests, Grasslands and Drylands; Environmental Governance and Institutions; Poverty Resource; and Watersheds of the World. The searchable database permits searching for a single indicator but over a full range of countries and years. The result can be downloaded into csv format. The system also provides data tables and country profiles in pdf format, maps and feature stories. The database is available at http://earthtrends.wri.org/ . It is necessary to register to get access to some of the data, but registration is free.
Gapminder -- Gapminder is an innovative data presentation web site which provides dynamic views of data changes over time using bubble graphs. Graphs are available for economic, population, health, environmental, agricultural and information technology data. Raw data can be downloaded from the site and a desktop version of the software is available free. Users can customize graphs using existing data, but cannot add new data. Much of the data used is from the World Bank and UN organizations. Gapminder is at http://www.gapminder.org .
National Statistical Offices -- A list of links prepared by the United Nations to the websites of National Statistical Offices and other providers of statistics at the individual country level is available at http://unstats.un.org/unsd/methods/inter-natlinks/sd_natstat.asp and WTO also provides a list at http://www.wto.org/english/res_e/statis_e/natl_e.pdf .