Since time series data is in fact one of the most commonly occuring types of data it is not surprising that there are numerour collections of time series datasets available of the Web. The following selection is intended as a help to students and researchers.
Data from the book Time Series Modelling of Water Resources and Environmental Systems by K.W. Hipel and A. I. McLeod. First please look at the Installation Note then download mhsets.zip which contains about 300 interesting time series datasets and is about 472K. For unix users a shar archive file of these datasets is also available. If just a few series from this collection are needed from this collection it is more conveniently available here or here (Austraila users).
Statlib has many collections of data and time series datasets. The Time Series Library contains data organized by field of application and also has data from many time series books including that of Hipel and McLeod.
University of Colorado at Boulder Time Series Repository contains some Bach music files and other interesting series.
Time series datasets are also available from the U.S Census Bureau.
UWO accounts can access the Statistics Canada database CANSIM (Canadian Socio-economic Information Management System) which contains millions of time series.
Up-to-date financial and stock market data is available from StockMaster.
Extensive long-term global financial data.