Here are some data files captured from the air for people without RF hardware:

• http://ossie.wireless.vt.edu/download/capture/npr_iq_sample.dat - FM Broadcast station, binary big endian, 16 bit I, 16 bit Q, 256 ksps.
•  http://www.kd7lmo.net/ground_gnuradio_ota.html - More capture files. Bad news :( -  http://lists.gnu.org/archive/html/discuss-gnuradio/2009-04/msg00390.html