I have recently discovered Quandl, which, per their website description:
[…] has indexed millions of time-series data from over 400 sources. All of Quandl’s datasets are open and free. You can download any Quandl dataset in any format that you want. You can also visualize, save, share, authenticate, validate, upload, index, merge and transform data. Our long-term goal is to make all the numerical data on the internet easy to find & easy to use.