Current Population Survey microdata including basic monthly surveys and supplements from 1962 to the present.
Census microdata covering 82 countries from 1960 to the present. IPUMS NAPP offers microdata from the 19th and early 20th centuries.
Demographic and Health Surveys integrated for analysis across time and space from the 1980s to the present.
Boundaries change frequently, and one has to account for that when comparing data across time. This blog post explains how IPUMS-I approaches the task of mapping historical boundaries. (Read More)