Remote data access:  World Bank
A minor issue:   The function in pandas.io.data uses 2-letter codes to identify countries in data requests, rather than the more common 3-letter codes.  The latter is closer to the social norm at the iMF, World Bank, etc.  More important, they're easier to track down.  If you download the World Bank data (all of it), the data includes country names and 3-letter codes, but not 2-letter codes.  So to me the 3-letter codes would be more user-friendly.  

Cheers. 

http://pandas.pydata.org/pandas-docs/stable/remote_data.html#world-bank
