datasets

Good data is the lifeblood of economists.

Panel Data

National Longitudinal Survey of Youth - Panel dataset with multiple cohorts on basically everything
Panel Study of Income Dynamics - Panel data on employment, wealth, wages, and other variables
Health and Retirement Survey - Biannual panel data on the elderly
Nielsen Homescan - Bar code level consumer panel data
Kantar World Panel/Numerator - Nielsen Homescan but international
Consumer Expenditure Survey - Quantities consumed by households
Dominick's Fine Foods - Free but old data at the bar code level

Current Population Survey - Cross-sectional labor force survey 1962-present
Survey of Income and Program Participation - Longitudinal survey with panel characteristics
Survey of Consumer Finances - Federal Reserve data on wealth

IPUMS Census and American Community Surveys Data - U.S. Census and cross-sectional data
IPUMS International Censuses - International census data
The Global Macro Database - This genuinely covers everything

Longitudinal Employer-Household Dynamics - Includes commuter flows, job-to-job flows, post-secondary employment outcomes, veterans' employment outcomes, and quarterly workforce indicators
Commuting Flows Tables - BEA compiled data on job-origin pairs
Automatic Data Processing - Payroll processing company which provides employment data
Homebase - Payroll data
Revelio - LinkedIn data
O*NET - Job tasks
Lightcast - Labor market data
China Labor Bulletin - All strikes and workplace disputes in China

Longitudinal Business Database - Restricted use, but is a unique source for tying together firms
Synthetic Longitudinal Business Database - It's all fake, but it lets you test out your code
FDIC Summary of Deposits - Annual survey of bank deposits
Census County Business Patterns - Universe of firms at the county level
Census of Manufactures - Census of all manufacturing firms in America
Census of Manufactures (Great Depression) - 1929, 1931, 1933, and 1935
Annual Survey of Manufactures - Sample based derivative of the CoM
BEA Input-Output Accounts Data - Inputs and outputs by industry

Oil Price Information Services - Gas station by gas station price information
Short-Term Energy Outlook - Oil and gas prices
U.S. Energy Information Administration - Energy consumption and prices
University of Delaware Terrestrial Precipitation - Gridcell rainfall across the globe
Mapbiomass Brasil - Deforestation data
CMIP5 - Climate change projections
Terraweather - Offshore weather conditions

Stockholm International Peace Research Institute - Records on arms transfers and military spending
CQ Voting and Elections Collection - Comprehensive electoral data
CCES - Voting data from Harvard

Youth Risk Behavior Surveillance System - Cross-sectional survey data on risky behaviors and health practices in American teenagers
Behavioral Risk Factor Surveillance System - Massive cross-section on health behaviors
Nutritionix - Comprehensive nutritional information
Massachusetts All Payer Claims Data - All healthcare spending in Massachusetts