Tableau can connect to dozens of data sources. There are hundreds if not thousands of free data sets on the web which can be easy or difficult to find at times. The Tableau Community has a workbook reference library which contains dozens of workbooks and solutions. Workbook & Calculation Library
Additionally, within the Tableau Public space, we can find the following resources: Resources | Tableau Public . Within the Tableau Public resources section there are several data sets that can be used for analysis.
Another excellent location for getting data is straight from the US Govt. found here: Data.gov
I hope these resources help! Cheers