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Stata examples and datasets

Stata textbook examples, UCLA Academic Technology Services, USA
Provides datasets and examples.
Stata textbook examples, Boston College Academic Technology Support, USA
Provides datasets and examples.
Toolkit from Tobacconomics for research in the economics of tobacco control, Johns Hopkins University
This toolkit provides step-by-step guidance to assess the economics of tobacco control using household economic surveys and Stata, especially in low- and middle-income countries. The concepts and tools could also be applied to the economics of other harmful products such as alcohol and sugar sweetened beverages.
CeMMAP Software Library, ESRC Centre for Microdata Methods and Practice (CeMMAP) at the Institute for Fiscal Studies, UK
Though not entirely Stata-centric, this blog offers many code examples and links to community-contributed pacakges for use in Stata.
U.S. Survey of Consumer Finances data available in Stata format, Federal Reserve Board, USA
The data from the Survey of Consumer Finances (SCF) conducted by the U.S. Federal Reserve Board is now available in Stata format. The SCF is a triennial survey of the balance sheet, pension, income, and other demographic characteristics of U.S. families. The survey also gathers information on the use of financial institutions. See http://www.federalreserve.gov/PUBS/oss/oss2/scfindex.html for more information about the survey.
The German General Social Survey (ALLBUS), German Social Science Infrastructure Services (GESIS), Germany
The German General Social Survey (ALLBUS) is a biennial survey that has been conducted since 1980 on the attitudes, behavior, and social structure of persons resident in Germany. A representative cross-section of the population is questioned using face-to-face interviews. The data can be used for social research and, as they are well-edited and documented, for teaching (e.g. introductory courses in Stata).
The Mexican National Survey for Household Income and Expenditures (ENIGH), National Institute of Statistics and Geography (INEGI), Mexico
The Mexican National Survey for Household Income and Expenditures is a biennial survey that has been conducted since 1984 on the amount and structure of Mexican household income. The data is available from the INEGI website. The National Council for the Evaluation of Social Development Policy (CONEVAL) provides the Stata programs for the computations corresponding to reports on the rural and urban poverty estimation on their website.
Macro Data 4 Stata, Giulia Catini, Ugo Panizza, and Carol Saade
A collection of international macroeconomic datasets which share country names and World Bank country codes for easy merging.
The British Election Study, University of Manchester, University of Oxford, and University of Nottingham, UK
One of the longest running election studies world-wide and the longest running social science survey in the UK. The website provides everything you need to know about the 2015 study and access to both new and historical BES data.