Finland:

Company announcements from Finland (from 2007)
Company announcements from Finland (from 2003)
NasdaqOMX, index – historical prices from 1999
NasdaqOMX, shares – historical prices from 1997
NasdaqOMX, Disclosure Dates
Statistics Finland
Statistics from Bank of Finland

USA:

Federal Reserve Bank of St.Louis
Federal Reserve
The National Bureau of Economic Research
Kenneth R. French’s pages
Datasets by Aswath Damodaran
Data by Tobias Moskowitz
CBOE products
Bureau of Economic Analysis
U.S. Commodity Futures Trading Commission
EconStats

Others:

Bank of England, statistics
Bundesbank, statistics
European Central Bank, statistics
Bank of International Settlements, statistics
International Monetary Fund, data
OECD, data
NationMaster, compare countries
World Bank, data
Yahoo! Finance
Historical prices from Yahoo
Economy.com
TreasuryDirect
Oanda, exchange rates
European Money Markets Institute, e.g. Euribors
The University of Auckland, statistics and numeric data
The Economics Network, free data
Country Risk Analysis