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The gold standard for freely-available sports data is baseball, with the Retrosheet project:

The license on the data is a pretty permissive one, simply requiring attribution of the data to the Retrosheet project. Software to process Retrosheet files is available, under the GPL:

http://chadwick.sourceforge.net/doc/index.html

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I'll add this. Sean Lahman's Database is also widely used. Though it's mainly whole season statistics, not game by game. Along with post-season, all star games, schools, salaries.

http://www.seanlahman.com/baseball-archive/statistics/

Then of course MLB has a bunch of data here, mainly the PitchF/X data since 2008 is gathered from here.

http://gd2.mlb.com/components/game/mlb/

There's several scrapers to parse the MLB XML data, the most popular (I think) is Baseball On A Stick, in Python:

http://sourceforge.net/projects/baseballonastic/

Thank you for sharing this! I just started looking for MLB Data yesterday. Great timing!

Awesome, thanks for this. Do you know if there are any good sources of historical betting line info for baseball? It would be fun to put together a quantopian-type site for sports betting.

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