Finding Data on the Internet

What I would like is a nice list of all of credible sources on the Internet for finding data to use with R projects. I know that this is a crazy idea, not well formulated (what are data after all) and loaded with absurd computational and theoretical challenges. (Why can't I just google "data R" and get what I want?) So, what can I do? As many people are also out there doing, I can begin to make lists (in many cases lists of lists) on a platform that is stable enough to survive and grow, and perhaps encourage others to help with the effort.

Here follows a list of data sources that may easily be imported into R.
If an (R) appears after source this means that the data are already in R format or there exist R commands for directly importing the data from R. (See http://www.quantmod.com/examples/intro/ for some code.) Otherwise, i have limited the list to data sources for which there is a reasonably simple process for importing csv files. What follows is a list of data sources organized into categories that are not mutually exclusive but which reflect what's out there.

Economics

UMD:: http://inforumweb.umd.edu/econdata/econdata.html
World bank: http://data.worldbank.org/indicator

Finance

CBOE Futures Exchange: http://cfe.cboe.com/Data/
Google Finance: http://finance.yahoo.com/ (R)
Google Trends: http://www.google.com/trends?q=google&ctab=0&geo=all&date=all&sort=0
St Louis Fed: http://research.stlouisfed.org/fred2/ (R)
NASDAQ: https://data.nasdaq.com/
OANDA: http://www.oanda.com/ (R)
Yahoo Finance: http://finance.yahoo.com/ (R)

Government

Archived national government statistics: http://www.archive-it.org/
Australia: http://www.abs.gov.au/AUSSTATS/abs@.nsf/DetailsPage/3301.02009?OpenDocument
Canada: http://www.data.gc.ca/default.asp?lang=En&n=5BCD274E-1
DataMarket: http://datamarket.com/
Fed Stats: http://www.fedstats.gov/cgi-bin/A2Z.cgi
Guardian world governments: http://www.guardian.co.uk/world-government-data
London, U.K. data: http://data.london.gov.uk/catalogue
New Zealand: http://www.stats.govt.nz/tools_and_services/tools/TableBuilder/tables-by...
NYC data: http://nycplatform.socrata.com/
OECD: http://www.oecd.org/document/0,3746,en_2649_201185_46462759_1_1_1_1,00.html
San Francisco Data sets: http://datasf.org/
U.K. Government Data:http://data.gov.uk/data
United Nations: http://data.un.org/
U.S. Federal Government Agencies: http://www.data.gov/metric
US CDC Public Health datasets: http://www.cdc.gov/nchs/data_access/ftp_data.htm
The World Bank: http://wdronline.worldbank.org/
UK 2011 Census Open Atlas Project: http://www.alex-singleton.com/2011-census-open-atlas-project/

Machine Learning

Causality Workbench: http://www.causality.inf.ethz.ch/repository.php
Kaggle competition data: http://www.kaggle.com/
KDNuggets competition site: www.kdnuggets.com/datasets/
UCI Machine Learning Repository: http://archive.ics.uci.edu/ml/
Machine Learning Data Set Repository: http://mldata.org/
Microsoft Research: http://research.microsoft.com/apps/dp/dl/downloads.aspx
Million songs: http://blog.echonest.com/post/3639160982/million-song-dataset
Social Networking: http://www.cs.cmu.edu/~jelsas/data/ancestry.com/
The Koblenz Network Collection: http://konect.uni-koblenz.de/
53.5 billion clicks: http://cnets.indiana.edu/groups/nan/webtraffic/click-dataset

Public Domain Collections

Data360: http://www.data360.org/index.aspx
Datamob.org: http://datamob.org/datasets
Factual: http://www.factual.com/topics/browse
Freebase: http://www.freebase.com/
Google: http://www.google.com/publicdata/directory
infochimps: http://www.infochimps.com/
numbray: http://numbrary.com/
Sample R data sets: http://stat.ethz.ch/R-manual/R-patched/library/datasets/html/00Index.html (R)
SourceForge Research Data: http://www.nd.edu/~oss/Data/data.html
UFO Reports: http://www.nuforc.org/webreports.html
Wikileaks 911 pager intercepts: http://911.wikileaks.org/files/index.html
Stats4Stem.org: R data sets: http://www.stats4stem.org/data-sets.html (R)
The Washington Post List: http://www.washingtonpost.com/wp-srv/metro/data/datapost.html

Science

Agricultural Experiments: http://www.inside-r.org/packages/cran/agridat/docs/agridat (R)
Climate data: http://www.cru.uea.ac.uk/cru/data/temperature/#datter
and ftp://ftp.cmdl.noaa.gov/
Gene Expression Omnibus: http://www.ncbi.nlm.nih.gov/geo/
Geo Spatial Data: http://geodacenter.asu.edu/datalist/
Human Microbiome Project: http://www.hmpdacc.org/reference_genomes/reference_genomes.php
MIT Cancer Genomics Data: http://www.broadinstitute.org/cgi-bin/cancer/datasets.cgi
NASA: http://nssdc.gsfc.nasa.gov/nssdc/obtaining_data.html
NIH Microarray data: ftp://ftp.ncbi.nih.gov/pub/geo/DATA/supplementary/series/GSE6532/ (R)
Protein structure: http://www.infobiotic.net/PSPbenchmarks/
Public Gene Data: http://www.pubgene.org/
Stanford Microarray Data: http://smd.stanford.edu//

Social Sciences

General Social Survey: http://www3.norc.org/GSS+Website/
ICPSR: http://www.icpsr.umich.edu/icpsrweb/ICPSR/access/index.jsp
UCLA Social Sciences Archive: http://dataarchives.ss.ucla.edu/Home.DataPortals.htm
UPJOHN INST: http://www.upjohn.org/erdc/erdc.html

Time Series

Time Series data Library: http://robjhyndman.com/TSDL/

Universities

Carnegie Mellon University Enron email: http://www.cs.cmu.edu/~enron/
Carnegie Mellon University StatLab: http://lib.stat.cmu.edu/datasets/
Carnegie Mellon University JASA data archive: http://lib.stat.cmu.edu/jasadata/
Ohio State University Financial data: http://fisher.osu.edu/fin/osudata.htm
UC Berkeley: http://ucdata.berkeley.edu/
UCLA: http://wiki.stat.ucla.edu/socr/index.php/SOCR_Data
UC Riverside Time Series: http://www.cs.ucr.edu/~eamonn/time_series_data/
University of Toronto: http://www.cs.toronto.edu/~delve/data/datasets.html