Spain

-  Encuesta Financiera de las Familias 2002. (Survey of Household Finances)

A survey on wealth of Spanish Household that is representative of the household wealth distribution. Contains detailed information on household portfolios, income, demographics and labor market variables.

-  Panel de Declaraciones 1982-1998 (Panel of Tax Returns)

 This is a large panel of tax returns following more than 120,000 filers for up to 17 years.  

United States

-  Panel Study of Income Dynamics

Individuals in some 5,000 households original households in 1968 followed for 40 years on a bi-annual basis now. 

-  Health and Retirement Survey (and its European cousin, SHARE).

Both are surveys asking about the health, wealth and income, employment status and demographics of individuals born in the 50s.

 Portugal

- Inquerito ao Emprego  (Survey on Employment).

An employment survey with detailed information on individual income, education and employment status.

 Germany

- SOEP - Socio-Economic Panel - is a long panel following each of the members of some 5,000 original German individuals, starting in 1984. It contains detailed individuals information on the employment, demographics, income, and education of each of the household members.