There is a very amusing Time Series Data Library maintained by Rob Hyndman and Muhammad Akram at Monash University.
One of the more unusual series is that for the age at death of the Kings of England starting with William the Conqueror (KINGS.DAT under Demography) .
Most series are reasonably short and almost all are univariate, though some of these univariate series are related. The site shines at providing one-stop shopping for "textbook" series such as the Wolfer sunspot data and eternally analyzed Box-Jenkin's airline data.
The 1857-1911 series for the number and price for Canadian Lynx pelts is particularly poignant. One finds that the law of supply and demand continues to apply long after one would hope that compassion and reason would prevail. For the length of the series, the price for lynx pelts grows higher and higher just as the population of lynx grows smaller and smaller.
[Thanks to Nick Ward for bringing this instructive site to my attention.]