The map above shows weather files and links for over 2100 locations worldwide, organized by the World Meteorological Organization region and country. When choosing a location, select the "all" link for use in many of the tools on this site, especially the insect tools (Ladybug and Honeybee).
The weather files are hosted at the EnergyPlus website, you can learn more about them and see their file directory here.
You can also see the great map interface by the Ladybug Tools team which shows additional data sources and a great interface for showing basic weather metrics by hovering over different locations. Check out the Ladybug Tools epwmap here.