Useful information can be found on this page.

Wind data worldwide:
The way we choose different model structures like ARX, ARMAX, …  in this link
Input-Output data gathered from a DC motor speed control system. You need to run the m-file included in the following zip file:

Reference: Data sent by Mr. M. Javad Golchi
The following figure represents pole placement in two scenarios when controller pole is close to the imaginary axis and when it is far from that axis. It is seen that to have far poles from the axis control signal will be greater which might cause practical issues.
Filter Design by Matlab:  
Useful information about the first order and second order systems.
A useful system Identification GUI in Matlab here
System Identification open course in MIT here
The following links offer useful information and data for modeling:National Climatic Data Center  
ِDaisy data
References 1: 
1. System Identification: Theory for the User (2nd Edition) by Lennart Ljung is one of the most important references of this aspect with the following table of contents for (1999 edition):

References 2:  2. Nonlinear System Identification From Classical Approaches to Neural Networks and Fuzzy Models
Author: Oliver Nellesin 2001.

Though it is written for the nonlinear systems, in chapter 16 you may find very interesting aspects of the linear systems.