- Good stock market historical tick data (and streaming data). Opentick tried for a time, but mostly you need to contact expensive services. This makes it hard to mess around.
- A good local event API. Lots of companies have tried, few have good results.
- LinkedIn: They've been promising an open contact book API since 2007, but have kept it closed. If they had an open API (that lets you actually store data/invite), it would mean a lot of sites would be building on them.
- My dream: The big scientific journals would require everyone publishing a paper to upload all relevant datasets to a central repository which could be queried.
- Anyone you have an account with (Financial firms, banks, vendors) would have a standard commerce API. Sure, today you can export stuff in Quicken, etc formats, but Mint had to do a big deal with Yodlee to get the data in a uniform, queryable way.
And, mad props to Microsoft for opening the Bing API with pretty good terms. Google used to have a search API and it had horrible terms. Then they decommissioned it. Who would have guessed that MS would be more developer-friendly than G?