The largest amount of climate data in the world is at the National Climatic Data Center. Much of the information is free, but some cost money. It is at
Would highly recommend Worldclim. I wouldn't go to the trouble of individual weather stations, worldclim already interpolates this data over large areas. You may however wish to check how many weather station are in your region of interest, which may indicate how accurate the data is.
Thank you for your helpful comments. Apologies, I should have specified my area of interest. I am interested in historical climate data for Dhofar, Oman.
Berkeley Earth has global gridded temperature data: http://berkeleyearth.org/data/
Also the University of Delaware has gridded land temperature and rainfall from 1950 at half degree resolution: http://climate.geog.udel.edu/~climate/html_pages/archive.html
You can also get gridded climate data from the Climatic Research Unit: http://www.cru.uea.ac.uk/cru/data/hrg/
Depends largely on whether you are after gridded monthly averages or hourly/daily datasets. If the latter, the local Met Office might be an option if there is nothing on the BADC websites or other website's linked.
They are not exactly historical climate data, but the '20th century reanalysis' includes many variables starting in the mid 19th century (http://www.esrl.noaa.gov/psd/data/20thC_Rean/).
For data over the oceans you can go to icoads (mostly observational: http://icoads.noaa.gov/) or to several SST reconstructions (ER-SST, Cobe-SST, Kaplan-SST, Hadley-SST...) all starting in the 2nd half of the 19th century.
You can find it here, since the NOAA Website is close, we open our database to the public as an alternative.
It's the public weather data from 1901 to 2018. Includes interannual data on 700,000 sites*year, totaling approximately 2 billion weather data, including temperature, dew point temperature, air pressure, wind direction, wind, cloud rating, 1 hour precipitation, 6 hours precipitation.
I am looking for data surrounding the "little ice age" in Europe and soon afterwards. So Middle Ages to Enlightenment. What data has been compiled/extrapolated for that time period?