There are literally millions of data sources. Free data sources abound. Enriched data sources that have been cleaned, curated, and blended from multiple raw sources are the new standard. Yes, you can download petabytes of data into your own servers, but that is so early 21st century.
Modern data standards call for remote data ingest, data quality services, and hosting in fast data centers through scaled out environments to remain performant even when petabytes of data are accessed. Delivery through microservices and APIs is more sane than thousands of organizations downloading the same 200GB dataset for local implementation.
That noted, here are three excellent sources of free data on matters of finance, health, demographics, and geospatial location.