NationMaster compiles data from multiple governmental and non-governmental sites in order to facilitate comparisons between countries.
Quick and access to modern and historical census data and demographic information. This resource brings together a vast and growing amount of quantitative data with an intuitive visual interface and report-generation tools that make demographic research, the analysis of social trends, and comparison of neighborhoods, communities, counties, and other areas accessible and interactive
The Bureau of Labor Statistics keeps an excellent list of international and domestic statistics websites.