Free source of large amounts of financial data I am looking for a free source of large amounts of long term financial data on stocks, exchange rates, government bond rates, etc. 

I know there is Thomson Reuters, but this requires a costly subscription.

The data doesn't have to be super up-to-date.
I assume that you are looking for macro financial data across countries. So, you can check out:


World Bank Open Data with a specific query on Financial Sector
IMF Financial Statistics or IMF Finances. Last time I used is a free registration was required .
Agricultural Exchange Rate Data Set. This data set contains annual and monthly data for exchange rates (important to U.S. agriculture). It includes both nominal and real exchange rates for 79 countries, plus the European Union (EU), as well as real trade-weighted exchange rate indexes for many commodities and aggregations. All series are updated quarterly. Data series start at the beginning of 1970 and run to the last available data point.