Lists of first names for different countries

Diminutives:
http://en.wiktionary.org/wiki/Appendix:English_given_names
Afghanistan:
UK naming practices guide https://www.fbiic.gov/public/2008/nov/Naming_practice_guide_UK_2006.pdf
Albania:
UK naming practices guide https://www.fbiic.gov/public/2008/nov/Naming_practice_guide_UK_2006.pdf
Australia:
Department of Attorney General and Justice NSW http://www.bdm.nsw.gov.au/births/popularBabyNames.htm
Belgium:
Voornamen van de bevolking op 1.1.2009 (XLS, 17.33 MB) http://statbel.fgov.be/nl/modules/publications/statistiques/bevolking/prenoms_de_la_population_totale.jsp
Brazil:
http://www.dicionariodenomesproprios.com.br/nomes-masculinos/
http://www.dicionariodenomesproprios.com.br/nomes-femininos/
Canada:
http://www.servicealberta.ca/1166.cfm (1990 lists)
Czech republic:
Czech name days http://www.myczechrepublic.com/czech_culture/czech_name_days/alphabetical.html
Diminutives http://www.myczechrepublic.com/czech_culture/czech_name_days/dimf.html and http://www.myczechrepublic.com/czech_culture/czech_name_days/dimm.html
Finland:
http://www.sci.fi/~kajun/finns/
Frisia:
http://allenamen.nl/friese_namen/jongens_namen.html and http://allenamen.nl/friese_namen/meisjes_namen.html
Germany:
https://en.wikipedia.org/w/index.php?title=Category:German_feminine_given_names
https://en.wikipedia.org/w/index.php?title=Category:German_masculine_given_names
Greece:
http://www.fredonia.edu/faculty/emeritus/edwinlawson/greeknames/
India:
www.eyeofindia.com/services/indian-names
www.iloveindia.com/babynames
http://en.wikipedia.org/wiki/Category:Indian_given_names
http://www.infernaldreams.com/names/Asia/India/Hin_Names.htm
Iran:
http://persia.org/Information/boys.html
http://persia.org/Information/girls.html
Ireland:
see Northern Ireland
Israel:
http://www.learn-hebrew-names.com/Hebrew-names.aspx
Italy:
page 12 from http://www3.istat.it/salastampa/comunicati/non_calendario/20100318_00/testointegrale20100318.pdf
Japan:
https://en.wikipedia.org/wiki/Category:Japanese_feminine_given_names
https://en.wikipedia.org/wiki/Category:Japanese_masculine_given_names
Latvia:
http://en.wiktionary.org/wiki/Appendix:Latvian_given_names
http://en.wiktionary.org/wiki/Category:Latvian_male_given_names and http://en.wiktionary.org/wiki/Category:Latvian_female_given_names
Norway:
Namnestatistikk, 2011, http://www.ssb.no/emner/00/navn/
Poland:
http://chomikuj.pl/justynadow/sc582owniki+imion/Sc581OWNIK+IMION+POLSKICH,263985157.pdf
augmented with diminutives from http://en.wiktionary.org/wiki/Appendix:Polish_given_names
Romania:
http://childnamesworld.com/romanian-boy-baby-names.php?religion=Romanian&gender=boy
http://ro.wikipedia.org/wiki/Listă_de_prenume_românești
Russia
http://en.wikipedia.org/wiki/Category:Russian_masculine_given_names and http://en.wikipedia.org/wiki/Category:Russian_feminine_given_names
http://habrahabr.ru/post/123856/
Male diminutives from http://irusik-05.narod.ru/index37.html
Slovenia:
http://www.stat.si/eng/imena.asp
Somalia
UK naming practices guide https://www.fbiic.gov/public/2008/nov/Naming_practice_guide_UK_2006.pdf
Spain:
Nombres mas frecuentes simples y exactos para total nacional y exactos por provincia de residencia http://www.ine.es/daco/daco42/nombyapel/nombyapel.htm
Sweden:
http://www.scb.se/Pages/ProductTables____30919.aspx
Turkey:
http://www.annecocuk.com/isim/isimler-xkiz.htm
http://www.annecocuk.com/isim/isim-erkek.htm
UK:
http://www.ons.gov.uk/ons/publications/re-reference-tables.html?edition=tcm%3A77-243644
Ukraine:
http://www.aratta-ukraine.com/sacred_ua.php?id=44
http://database.ukrcensus.gov.ua/dw_name/tlum.asp?nom_zag=4
http://logistik.mybb.ru/viewtopic.php?id=141
USA:
1990 census: e.g., http://www.uta.fi/FAST/US7/NAMES/male1st.html and http://www.uta.fi/FAST/US7/NAMES/female-1.html