I need to collect time series data about electricity consumption in homes, commercial, buildings, manufacturing, transportation .....for different countries. How can I find these data?
I recommend you visit the world bank page. They have a lot of information about consumption per capita, renowable energy, prices of fuels... Here is the page
You need information on the loads that are powered by electricity, the power rating of each load, average number of hours the load is used per day and number of days the load is used in a year. Then do simple arithmetic to calculate power/energy consumption in kWh for each load and then calculate the aggregate power/energy consumption by adding power/energy consumption of all the loads.
energy consumption broadly can be analyzed using IEA statistics and histograms, pie charts available. on national level for eg. for India MNRE site.IREDA site etc.