Datasets

http://openplaques.org is an open source project (both code and data) has data on over two and a half thousand commemorative plaques, and new plaques are being added regularly. Where available, the data for each plaque includes the:

• Inscription
• Person being commemorated
• Geo location
• Address / country
• Organisation that created the plaque (around 250 so far) 
• Colour
• Roles (e.g. author, inventor, actor, prime minister, namer of clouds etc.)
• Verbs (e.g. lived, worked, died, visited, built, founded) that link the person to the location
• Link to creative commons photo of plaque on Flickr

http://www.nationalarchives.gov.uk/ is the UK government's official archive, containing over 1,000 years of history, with detailed guidance to government departments and the public sector on information management and links to other historical archives.

http://www.oldweather.org/crowdsourced transcriptions of worldwide weather observations made by Royal Navy ships around the time of World War I. These transcriptions will contribute to climate model projections and improve a database of weather extremes. Historians will use your work to track past ship movements and the stories of the people on board.

Archives of newspaper and science journals (eg http://www.nature.com/nature/archive/index.html not free unfortunately) are useful for cross-references (@zzgavin)

historical maps are interesting, various geotiles exist (@zzgavin will hunt out urls)

Victorian London and Sherlock Holmes annotation websites are useful too (@zzgavin)