ArcGIS Online is an excellent place to find and download data to use in ArcMap! For example, you might check out the ESRI Data & Maps group.You can download individual data layers from ESRI Data & Maps for immediate use. ESRI Data & Maps features downloadable data layers for the following areas of interest:
* World: global data layers including country boundaries and cities * United States: data for the USA including states, counties, and landmarks * North America: data for the United States and Canada including states/provinces, highways/roads, and city areas * Europe: data layers for several countries in Europe including country and province level demographics
In addition to this ESRI group, ArcGIS Online contains data shared by the ArcGIS Community. Use Search to find what you are looking for.