For the US; there is a fairly comprehensive collection geographic data sets available from the National Atlas http://www.nationalatlas.gov/atlasftp-1m.html all freely available and public domain. And of course the US Census http://www.census.gov/geo/maps-data/data/tiger.html TIGER/Line dataset.

The World Bank http://maps.worldbank.org/ has maps covering multiple economic indicators, coverage is uneven and it's mostly focused on the global south.

http://geocommons.com/ has a largish assortment of geodata but the curation and search functionality is a bit confusing and they require a login.

http://www.statsilk.com/maps/download-free-shapefile-maps has a number of pointers to other resources.