Search Global Financial Data (log in anonymously or create an account for more frequent use). It has daily and monthly exchange rates for many countries, going back hundreds of years in some cases.

• Select GFDatabase and look in the Series Type for Exchange Rates.

Federal Reserve Statistical Release: Foreign Exchange Rates (H.10) has exchange rates for 23 countries against the US Dollar. This data is also available from:

• Sage Data.
  • Click Banking, Finance and Insurance from the Subject tab.
  • Next, drill down to Currency Exchange Rates-->Exchange Rates
  • Select Exchange Rates, then select your currencies of interest. 
• WRDS (see access details) 
  • Select Federal Reserve Bank from the homepage. Includes H.10 information going back to 1971.

Use Bloomberg (see access details).

• Hit the yellow CURRENCY key and then the green GO key.
• For the best and worst performing currencies relative to a selected currency, type WCRS and hit GO.

For historical annual exchange rates for 40+ currencies compared to the USD go to the freely available MeasuringWorth.com