It terms of financial data for MLB, both past and present, I highly recommend the following web sites. They contain a variety of data which would likely be very useful. For anyone who hasn't seen these sites before, you should find them quite interesting.
SABR's Business of Baseball Committee
Here you can find many of the CBAs between the players and owners; specifically, you can find the following on
this page:
1970 Basic Agreement
1976 Basic Agreement
1990-1993 Basic Agreement
1997-2001 Basic Agreement
2003-2006 Basic Agreement
2007-2011 Basic Agreement
Also worth checking out are the committee's
Outside the Lines newsletters. The more recent ones contain some articles with good details about the salaries and finances of past years. The list of newsletters available can be found on
this page. Below are the issues and article titles I would recommend as being very helpful resources:
2007-2
Age, Experience, and Salary During the Era of Integration
The Dollar Value of the Last Piece of the Puzzle
2007-1
Fair Pay for Fair Play: A Preliminary Analysis of Race-Based Wages in MLB and the Negro Leagues
2006-2
Salary Arbitration: A Burden or a Benefit?
Do Players Outperform in Their Free Agent Year?
2006-1
Purchasing Pennants: The New York Yankees Then and Now
Part 3: Player Performance
2005-3
Purchasing Pennants: The New York Yankees Then and Now
Part 2: Salaries
2005-2
Purchasing Pennants: The New York Yankees Then and Now
Part 1: Yankee Revenues and Expenses
Rodney Fort's Sports Business Data Pages
Check out the material available under the MLB section — you can find data on income and expenses, payroll, player salaries, and more. When you first open the site, follow the "Sports Business Data" link in the left pane to open up the page with the different sports sections listed.
The Biz of Baseball
Lots of great material here also. Try the "Articles and Opinons" and "BoB Documents" links in particular.
Super70s Baseball
Check out its major league finances section. While much of the data can be found on the previously mentioned sites, it still has a few useful pieces of its own worth checking out.