Fedstats is a topical directory of statistical information produced by United States government agencies.
International Database of demographic and socioeconomic facts for 227 countries, created by the U.S. Census Bureau.
NationMaster has a wide array of statistics and allows for nation to nation comparisons.
UN Data, sponsored by the United Nations, this site provides comparative statistical data in areas such as education, health, population, trade, tourism, etc.
World DataBank is created and maintained by the World Bank and allows for the comparison of world data.
The World Factbook, produced by the CIA, provides basic information on all countries, including statistics, maps, and flags.