Do Researchers Share Their Original Data?

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I'm curious because I want to play around with data for fun on some statistics software I'm teaching myself, plus I want to create equations to describe/predict things that I find interesting in peer-review journals.

How often do they let others see their original data sets?
 
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You mean like some guy who publishes claiming something on climate change, but shows only his conclusions and not his original data? We've seen that. But how prevalent it is...?? you would probably have to ask elsewhere than the "mathematics" section of the board, since mathematicians never (as far as I know) keep their data secret.
 

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