Below are listed various government agencies that collect data on all manner of topics relating to their municipalities. Sports data is collected by fans or by officials for the sport. If you want to look for data on other topics, try searching for the professional organization that oversees that topic. For example, if you want music data, you might look at the Recording Industry Association of America. Running a search for something like "music statistics" will bring up websites that list "10 facts about..." or "Top 23 music industry statistics." Look to see if the websites list their sources, then see if those sources are publicly available.
What's the difference between data and statistics? Data are raw pieces of information from which statistics are derived. Statistics are conclusions extrapolated from data.