One of the most common resources for government financial statistics in general is the International Monetary Fund's Government Finance Statistics database. The database "contains detailed data on revenue, expense, transactions in assets and liabilities and stocks positions in assets and liabilities in general government and its subsectors". The IMF also produces a database publication called the World Economic Outlook biannually, which has many relevant data points (you can look this information up by country, etc.) If you're particularly interested in debt, The World Bank also has an International Debt Statistics dataset.
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