Central Intelligence Agency The World Factbook The CIA World Factbook yearly includes a brief statistical overview of countries around the world.
PRB Population Reference Bureau DataFinder “...hundreds of variables for the US and the world.”
Worldclock Continuous updated data on population, death, energy and more by year, month, week, day, and “now”.
Index Mundi Country facts, statistics, trade data, and more.
NationMaster.com From Rapid Intelligence, a Web company in Australia, "We want to be the web's one-stop resource for country statistics "
BEA International Economic Accounts Includes tables for Foreign Direct Investment in the U.S and U.S. Direct Investment Abroad. There are also detailed data on the US GDP, balance of payments, and much more.
Research Resources for the Social Sciences DEMOGRAPHY
Research Resources for the Social Sciences SOCIAL SCIENCE DATA ARCHIVES
The Research Resources for the Social Sciences "DEMOGRAPHIC SOURCES" and "SOCIAL SCIENCE DATA ARCHIVES" pages include links to demographic, population, and statistical data sites for outside of the US.
United Nations Statistics Division The official access point for data compiled by the UN; much of the data are free other are fee-based.
US Census Bureau International Statistical Agencies A page of links to foreign countries' and international organizations' statistical agencies.