State and regional and local authorities normally collect and publish a lot of different kinds of official data regarding housing in their countries.
In some cases, this data is easily accessible, and in all cases this data can be the source of interesting investigations and stories.
Here, we try to link directly to the main section covering housing, and when possible to the English-language version of the site:
Denmark. Living conditions >> Housing: https://www.statbank.dk/statbank5a/SelectTable/Omrade0.asp?SubjectCode=05&ShowNews=OFF&PLanguage=1
Spain. Consumer price and housing indices: https://www.ine.es/dyngs/INEbase/en/categoria.htm?c=Estadistica_P&cid=1254735976604