Climate Data Management SystemThe Climate Data Management System is an object-oriented data management system, specialized for organizing multidimensional, gridded data used in climate analysis and simulation.
National Climatic Data Center, NOAA, U.S. Department of Commerce. This site includes Online Climate Data with current and historical surface data, upper air data, and marine data. This includes a variety of parameters, as well as historical data (some going back to 1800).
WorldClimate has historic weather averages (typical temperature and rainfall for each month averaged over a range of years) and is searchable by city.