Northwestern University Library's International Information Librarian maintains the most comprehensive list of foreign government websites available. These can be especially useful if you are studying a particular nation or nations. Links are to pages in English where available.
Intergovernmental Organizations (IGOs) are comprised of member states or other intergovernmental organizations. IGOs are created through treaties that act as a charter for the group. Usually an IGO is formed with a purpose, sometimes broad and sometimes relatively specific. The United Nations, European Union, World Health Organization and International Monetary Fund are examples of well known IGOs, but there are many others, often with much more specific regional concerns.
Publications from IGOs are not the equivalent of scholarly peer reviewed articles, but in many cases they provide important source material for research. IGOs often track issues over a long periods of time, and provide in-depth analysis of issues from a multi-country governmental perspective. Some key sources are listed below. For a full list of IGOs and their websites see the Northwestern University list of IGOs.
This librarian-created custom Google search engine searches across 100s of IGO websites, separating them from the noise of a standard Google search so you can more easily find the information you're looking for. IGOs searched included in this search are: World Bank, United Nations, Arab Monetary Fund, African Development Bank Group, IMF, Organization of American States, World Trade Organization, European Union, World Tourism Organization and many more.
Every country collects data a little differently, and may have slightly different definitions for terms. IGOs take information reported by various countries and normalize them so comparisons can be made across countries and across time. If you ever want to compare two countries, IGO data should be your first choice if avaialble. (But it is still important to read about the methodology behind the data!)
If you are studying only one country, or need more detailed data or statistics than is provided by an IGO, the statistical department of a country's government may be your best source. See Northwestern University's list of foreign government websites, including statistical divisions for more.