In the US, two major sources of criminal justice statiscs are the Uniform Crime Reports (UCR) collected by the FBI and the National Crime Victimization Survey (NCVS) that is administrered by the Bureau of Justice Statistics.
The University of Michigan hosts the National Archive of Criminal Data (NACJ) that maintains data for UCR and the NCVS as well as many other criminal jsutice related statistics including GIS.
European Sourcebook of Crime and Criminal Justice Statistics has criminal justice data for the European Union from 1993 up to 2007.
International Crime Victims Survey (ICVS) is an effort to provide results of victimization surveys among the general population about experiences of crime from around the world.
UNODC - the site map of the United Nations Office on Drugs and Crime serves as the major gateway to information and UN publications on international efforts to reduce money laundering and organized crime, terrorism and corruption, trafficking in illegal drugs and humans, spread of HIV and AIDS, and piracy.
All UN statistics is available through UNdata.
International crime statistics (United Nations Surveys on Crime Trends and the Operations of Criminal Justice Systems, CTS) is available under Resources --> Data and Analysis link from the site's menu.
UNICRI and UNODC are part of the United Nations Crime Prevention and Criminal Justice Programme Network (PNI). Other members of PNI are either UN affiliated or leading national criminal justice institutions from all over the world. The links to these institutions can be found on the PNI website.
World Criminal Justice Library Electronic Network (WCJLN) has a link to criminal justice statistics by individual countries.
Don't forget that you can get a lot of data from the articles and books: add such keywords as DATA or STATISTICS or RESEARCH to your searches.
We have the latest Juvenile delinquency in Europe and beyond : results of the second international self-report delinquency study (2009) in Reference, call. no. HV9069 .J7943 2009