The ILO produces LABORSTA - the Labour Statistics Database - which contains time-series tables on employment, unemployment & other related labor statistical data for individual countries & territories. See also:
Year book of labour statistics (print - Library holds issues for 1935/6-2005)
(The data contained in this annual publication is complemented by the Bulletin of Labour Statistics which is published twice yearly ahead of the annual volume.)
Available online here.
OECD labour & employment statistical publications are available through the library's subscription to OECD iLibrary (formerly SourceOECD}.
Select STATISTICS, then Books for the following: