Where can I find yearly records for information such as temperature for Sweden?

In biology, my teacher wants us to do a Global Warming investigation. Each of us pick a city and then we have to find all information that pertains to GW, such as temperature, population, smog levels, etc. as far back as possible. I was wondering where I can go to access records such as these for Stockholm, Sweden. Is there a website? Or would they have these at US libraries?