The University of Michigan maintains an archive of over 500,000 files that is considered the premier public data repository in the world. Established in 1962, the Interuniversity Consortium for Political and Social Research (ICPSR) has substantial holdings focusing on social and political data as well as data relevant to health and health services researchers. Data sets can be downloaded for analysis with major statistical packages, such as SPSS and SAS. Happy analysis!
See Resources for Health Research from ICPSR on the ICPSR YouTube channel to learn more.