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I'll add this. Sean Lahman's Database is also widely used. Though it's mainly whole season statistics, not game by game. Along with post-season, all star games, schools, salaries.

http://www.seanlahman.com/baseball-archive/statistics/

Then of course MLB has a bunch of data here, mainly the PitchF/X data since 2008 is gathered from here.

http://gd2.mlb.com/components/game/mlb/



There's several scrapers to parse the MLB XML data, the most popular (I think) is Baseball On A Stick, in Python:

http://sourceforge.net/projects/baseballonastic/


Thank you for sharing this! I just started looking for MLB Data yesterday. Great timing!




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