The Inter-University Consortium for Political and Social Research. World's largest archive of social science data. Election data, opinion polls, more. Special collections on Health, Education, Aging, Crime, Substance Abuse. A great place to begin looking for raw data. Many dataset files come formatted for major statistical packages (Stata, SPSS, SAS).
Data collected by the Bank of England, often in collaboration with external researchers, including: a Millennium of Macroeconomic Data, covering macroeconomic and financial data for the UK from the 13th century and occasionally 1086; and Bank of England balance sheet from 1696-2014.