Sources of publicly available price data:
User-contributed prices: Pricewiki.com
Energy prices
European Union: www.energy.eu
US Energy Information Administration
Fuel (gasoline) prices
Pump price for diesel (Worldbank)
Pump price for gasoline (Worldbank)
US gasoline prices (updated daily)
EU fuel prices (updated monthly)
Consumer Price Indices
OECD data in Google
OECD Indices of Price Levels in Google
US CPI data (Bureau of Labor Statistics)
European Union data
Eurostat
Car prices in Europe (European Commission)