DATA download links

1. Historical FX Rates: http://oanda.com/convert/fxhistory
2. Historical Stock Prices: YHOO: Historical Prices for YAHOO INC - Yahoo! Finance
3. Recent LIBOR rates: BBA - British Bankers' Association - BBA LIBOR
4. Some Implied Volatilities: http://www.ivolatility.com
5. Delayed Commodities: http://www.liffe-commodities.com/
6. US Fundamentals: http://www.sec.gov

Economic data

UK: http://www.statistics.gov.uk
US: http://www.census.gov ,
http://www.bls.gov ,
http://www.federalreserve.gov ,
http://www.ssa.gov ,
http://www.treasury.gov

(i) For S&P 500 hist. DB:
Historical Stock Data

(ii) For Euronext's stock markets (5y database):
302 Found

(iii) others (very interesting if you have the ticker):
Yahoo! - 404 Not Found
http://bigcharts.marketwatch.com/historical/

Downloader
Historical stock quotes download Metastock

Extensive Data Series
http://www.economagic.com/

Links
http://cpcug.org:80/user/invest/datahist.html
The Financial Data Finder

Currency Data
http://www.oanda.com/convert/fxhistory

Options Data
Stock Options Analysis and Trading Tools on I Volatility.com
Untitled Document
http://www.maoxian.com/memoranda/putcall.html

Free Nightly Intraday Futures Data
http://www.simiansavants.com/cmedata.shtml

Free Data
http://www.traders2traders.com/linkindex/default.asp