• Economist Intelligence Unit  Country Data
  1. On the right side of the screen under Reports, click on DataTool
  2. In Step 1, choose All CountryData from the drop-down.
  3. Choose region(s) or country(s) in Step 2, then click "Add."
  4. In Step 3, expand the menu for Foreign payments , click on Financing to expand the menu and choose Inward direct investment and Outward direct investment data items. Click "Add."
  5. Choose the date range or All Years in Step 4 and click "Add" to add to the search.
  6. Click on View Data.
•  IMF eLibrary
  1. In the uppermost left menu bar, click IMF Data.
  2. Click on Data Topic.
  3. Under External Sector select Coordinated Direct Investment Survey (CDIS).
  4. Click on All Tables and select data sets.
  NOTE:  Bilateral data, country by country, is freely available in IMF Coordinated Direct Investment Survey in Data by Indicator.

• World Development Indicators
  1. On World Bank homepage under Explore Databases, click "World Development Indicators." 
  2. Under Country, make your selections.  If you would like to get aggregate data for a region, use the menu on the left-hand side.
  3. Under Series, search for foreign direct investment.
  4. Under Time, select year(s).
  5. Click on on of the download options in the upper right to view/export the results.

NOTE:  Also freely available online in World Bank DataBank.

• World Investment Report
  From the United Nations Conference on Trade and Development.

• For FDI in OECD countries broken down by industry, you can use the OECD's  web-based data tool.
• The BEA has detailed FDI information (inward/outward by partner country and industry) going back to 1982 on their website

For addition resources please go to the Harvard Library Foreign Direct Investment Research Guide.