Data Sets

Data and Story Library
Data sets from D F Andrews and A M Herzberg, Data: A Collection of Problems from Many Fields for the Student and Research Worker, New York, NY etc.: Springer-Verlag 1985 (SF 6 AND).
D J Hand et al., A Handbook of Small Data Sets, London: Chapman and Hall 1994 (SF 6 AND) http://www.stat.duke.edu/courses/Spring03/sta113/Data/Hand/Hand.html
Data sets from UCLA
(including data from Cox and Snell, Hand, Daly, Lunn, McConway and Ostrowski, etc).
The UK Data Archive
Statistical Tables