Multi-Nation Indices of Wellbeing

Organisation for Economic Co-operation and Development
OECD provides such up-to-date statistics as monthly unemployment rates and trends in consumer prices
The Well-being of Nations: The Role of Human and Social Capital. (2001)
The executive summary of the report is available though the OECD's website.
The Human Development Report is put out annually by the UN Development Programme
This site contains many additional types of economic, health, and societal data.