Alberta Gas Reference Price - Historical
http://www.resdev.gov.ab.ca/gas/refprices/agrp.htm

"Details by Month -- Including Natural Gas Reference Price, Natural Gas Liquids Reference Price, Natural Gas Royalty Rates, Royalty Tax Credit". History back to January 1995. From the Alberta Department of Energy.

Alberta Power Pool Marginal Pricing
http://www.powerpool.ab.ca/Market/Reports/CSMPriceReportServlet

"This public report provides an interval snapshot of the current System Marginal Price (SMP). This report is always current and shows the last 3-hour history of the SMP. This report contains information on End Date, Timestamp, Block Volume and Block Price. All Bid data is displayed in red text. All Offer data is displayed in black text. The currently dispatched block is highlighted in blue. Rows for which the logged in user has ownership share and/or is the submitting customer are highlighted yellow. You must be logged in to see the yellow highlighting."

Australia - Electricity Price and Demand
http://www.nemmco.com.au/data/graphs.htm

"Graphs of real time data covering spot (30 minute or trading interval) price and demand for yesterday, today and tomorrow. These graphs incorporate predispatch data, using a vertical line through the graph to indicate the separation of actual from predispatch data. One graph is provided for each region. Graph data is downloadable in simple CSV file format. Graphs of real time data covering dispatch (5 minute) price and demand for yesterday and today. One graph per region is provided. Graph data is downloadable in simple CSV file format."

Brent Crude, Fuel Oil, Natural Gas - Options, Futures and History
http://www.ipe.uk.com/prices.html

From the IPE in London - Brent crude oil, fuel oil, natural gas - options, futures and historical data is available from 31 January 1997 to the present date.

California Monthly Price Data
http://www.caiso.com/surveillance/pricedata/

Download monthly data as a zip file; includes: AS Prices, Branch Group Prices, Zonal Engy Price, Load Comparison, Ten Minute BEEP Prices.