World Bank
International Monetary Fund
The IMF publishes a range of time series data on IMF lending, exchange rates and other economic and financial indicators.
IMF Data and Statistics
Penn World Table
Penn World TablesPurchasing 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.
Countries
Each country has its own statistical agency, often (but not always) the best source of "official" data available.
International Statistical Agencies
Here's a few:
OECD
From the Organization for Economic Cooperation and Development