Labour Force Survey (Canada), available on ODESI under Labour and Employment.
Had detailed questions about current employment and is used to guage the unemployment rate.
The Canadian Income Suvrey, available on ODESI under Labour and Employment.
Supplements the Labour Force Survey by gathering additional data on sources of income.
The Current Population Survey (CPS),
Lke the LFS, has detailed questions about current employment and is used to gauge the unemployment rate, but asks about a number of other topics on a rotating schedule. For other topics see this Supplements Coverage Chart.
Survey of Consumer Finances (Federal Reserve)
Includes an oversample of wealthy households and looks at assets and income.
Survey of Income and Program Participation (SIPP)
A very detailed long-running survey from the Census Bureau that has good coverage of government transfer income.
Panel Study of Income Dynamics
This survey done by the University of Michigan oversamples low income households.
U.K. Labour Force Survey
The UK equivalent to our Labour Force Survey releases longitudinal as well as cross-sectional data.
Survey of Household Spending, available on ODESI under Consumer Surveys
The primary Canadian consumer / expenditure survey is the Survey of Household Spending,.
Consumer Expenditure Survey
This is the most general U.S. expenditure and spending survey, from the Bureau of Labour Statistics
Fom the New York Fed, this survey has questions focusing on personal prospects and expectations rather than spending. Available annually 2013 - now
Longitudinal data from the Bureau of Labour Statistics:
The Wisconsin Longitudinal Study (1957-2011) is another employment and development survey following adolescents into adulthood and has unique features including psychological and personality testing, sibling data, and genetic data
The UK Data Service houses a number of longitudinal surveys, including the Millennium Cohort Study.