This actually happend a little while ago, but for various reasons I haven’t been able to keep up with posting…
Our library had been subscribing to the WDI (World Development Indicators) database from the World Bank, but we were recently informed that the product was being discontinued and all of the data from the WDI and a number of other World Bank datasets would now be freely available from their data portal at http://data.worldbank.org/.
You can download an indicator for all countries by browsing through a list of all 300, or drill down by broad topics. Select an indicator and you can view a table with the most recent data, or a graduated circle map. If you download a table you can choose between an Excel or XML format. If you download the Excel format you get all years for all countries for that particular indicator from 1960 to present; but for many indicators you end up with a lot of null values up until this decade. If you go the XML route, the nulls are omitted and only years with data are provided. Unfortunately, in neither case do you get any unique identifiers like an ISO code.
Fortunately, power users can opt to download an entire data set, such as all of the WDI Indicators, in one file via their data catalog. In this case you have the option for Excel (xlsx only) or CSV, and the records I looked at DID contain ISO codes for each country (3 letter alpha). It looks like they’re also letting people tap into an API, so you can build web applications that harness the data directly from their repository.
In addition to browsing through indicators, you also have the ability to pull up a profile for a particular country to view several indicators for one particular place. They have a snazzy dashboard with stats, charts, and a reference map.