The US Census Bureau has a list of national statistical agencies -- scroll down the page to the list of countries.
Most nations publish an annual statistical compilation similar to the US Statistical Abstract, as do most state and provincial governments. Titles vary, but are usually something like "statistical abstract," "statistical yearbook," or "statistical handbook" (or equivalent titles in the local language). To find these in the Library (including links to any online editions), search the UCLA Library Catalog for "[name] statistics periodicals" as a
Library of Congress Subject Heading (LCSH) in UC Library Search. Some examples:
The UCLA Library collects foreign government materials at the national level and selectively at the state or provincial level, with an emphasis on major world powers and on countries relating to UCLA area studies programs on Africa, Europe and Russia, Latin America, the Near and Middle East, and the Pacific Rim. It was a selective depository for Canadian documents from 1961 to 2011.
To find foreign documents in the UCLA Library Catalog it is helpful to know the name of the government department or agency likely to publish the information you're looking for, which is considered the "author." You can get a good sense of the organization of a nation's government from their Web site. With a very few exceptions, government documents are available only in the official languages of the nations which publish them. Titles and agency names in the Library Catalog will also usually appear only in the original language.
For more detailed information about documents from individual foreign nations, you can schedule a consultation with the appropriate area studies librarian.
For documents from international organizations like the United Nations or the European Union, see international documents.