Use Social Explorer to find data from World Development Indicators, covering various social and economic topics from 1960-present. (Includes selected major variables; for full access, see direct WDI link below.)
Database that covers all countries and areas and selected series from more specialized international data sources.
UNdata is very helpful for finding statistics and data from the national statistics agency of each country that participates in the UN. If you're hoping to find national or sub-national-level data about a country other than the US, UNdata is an excellent starting point.