What kind of data sets are you looking for specifically? Normally, the database from the USGS or NOAA are the best places to look at from the beginning.

NOAA's National Centers for Environmental Information (NCEI). Check their website

https://www.nodc.noaa.gov

Thank you Nguyen and Amir, I was looking for temperature data.

1. For the historical and forecast atmospheric data of any places can be download from.

https://www.wunderground.com/

2. For sea water temperature, please take a look at

https://www.nodc.noaa.gov/General/temperature.html

Regards,