1000+ indicators on every country in a nice interface.
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The IMF publishes a range of time series data on IMF lending, exchange rates and other economic and financial indicators.
Penn World Tables
Purchasing power parity and national income accounts converted to international prices for 189 countries/territories for some or all of the years 1950-2010.
By the Center for International Comparisons of the University of Pennsylvania.
Each country has its own statistical agency, often (but not always) the best source of "official" data available.
Here's a few:
From the Organization for Economic Cooperation and Development