MySQL Basics: Select Exercises
The US Government organizes and publishes online a publically accessible database of various information and statistics organized by country. Each year, a new version of the "CIA Worldfactbook" is made available. Via the website (https://www.cia.gov/cia/publications/factbook/index.html) it's possible to download the lot as a big zip of HTML files. Handy for planning your next coup when out of range of an Internet connection, but much more interesting would be to do retrieval / summarizing with SQL...
A sample resulting database (based on 2004 data):