Search Finaeon. It has daily and monthly exchange rates for many countries, going back hundreds of years in some cases.

• Select GFDatabase 2.0 and filter by Series Category for Exchange Rates.

In LSEG Workspace, go to Markets, then choose FX from the drop-down to navigate to the Foreign Exchange page. Choose World Crosses to see major cross rates by region. Use the identifier for a specific currency (e.g. GBP= for UK pound sterling) to find more detailed information, including historical information.

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