Quandl has indexed millions of time-series datasets from over 400 sources. All of Quandl's datasets are open and free. You can download any Quandl dataset in any format that you want. You can also visualize, save, share, authenticate, validate, upload, index, merge and transform data.
They provide links to a great many International Organizations that collect and provide data.
The European Union has an indepth website which provides a section wtih reports and data gathered by topic.
The OECD iLibrary:
OECD iLibrary is the online library of the Organisation for Economic Cooperation and Development (OECD) featuring its books, papers and statistics and is the gateway to OECD’s analysis and data.
International Organization for Migration:
The IOM works to help ensure the orderly and humane management of migration, to promote international cooperation on migration issues, to assist in the search for practical solutions to migration problems and to provide humanitarian assistance to migrants in need, be they refugees, displaced persons or other uprooted people.
UN High Commissioner for Refugees:
The Office of the United Nations High Commissioner for Refugees was established on December 14, 1950 by the United Nations General Assembly. The agency is mandated to lead and co-ordinate international action to protect refugees and resolve refugee problems worldwide. Its primary purpose is to safeguard the rights and well-being of refugees.