World
UNESCO -- online database (with R&D expenditure)
EIU -- Country Indicators (has "Index of Intellectual Property Right Protection")
World Intellectual Property Organization -- Industrial Property Statistics (Tab 5 of International Designs is classified by goods and services)
World Bank: World Development Indicators (List of indicators available)
United Nations (go to the section "Science and technology, intellectual property")
Historical data on patents -- by Josh Lerner
OECD (go to "Main Science and Technology Indicators")
European Patent Office -- Patent information on the internet
UNIDO at MIMAS -- Macroeconomic Time Series Data
National Science Foundation -- patent granted to people with different nationalities
Patents granted by Trilateral Offices
Science and Engineering Indicators 2002
Complete list of industries in SITC, ISIC etc.
Conversion between different trade coding systems (HS, SITC etc)
Conversion between SITC-Rev 3 to ISIC-Rev 3
Political Freedom Index