The National Bureau of Economic Research (NBER) has quite a bit of original data from its affiliated scholars available on its website.  Directly related to entrepreneurship include some of the older data from John Haltiwanger and different colleagues related to job flows and management practices data from Bloom and Van Reenen.  NBER also has a pretty extensive list of links for other data producers.  As best I can tell, there is no way to sign-up for notices of new data posted to this page.  If any readers are aware of a way, please let me know.