user8488: I am searching for a broad and extensive games database (i.e. games played between real players.)
I can hardly seem to find any (even paid ones.) - However all sorts of chess software has these built in.
Where can I get my hands on one?
I will use it for a lot of analyses on different players, openings etc.
Hope someone can help me out!

user825: I have some special prepared PGN files for my chess apps. You can download those files:
World Chess Championship
Magnus Carlsen
J.R Capablanca
The download site is here, please note the purpose of the site is to provide easy-to-download games for my iOS app users.

user8933: There are tons of databases out there. http://chessgames.com, http://pgnmentor.com, etc. Check http://www.chessfiles.com/chess-database.html for other databases

user7500: There is a combination of PGN Mentor and TWIC files: http://gorgonian.weebly.com/pgn.html

user3456: ChessTempo.com has recently added a new functionality - a database. All the options are described in the user guide at http://chesstempo.com/user-guide/en/chessDatabase.html

user19786: There are loads of PGN file database download sites, the best and most comprehensive one is probably PGN Mentor at 
https://www.pgnmentor.com/files.html
BUT...very few have annotated game collections, so I have put about 950 annotated games, which are in 9 separate ".pgn" files, here 
Annotated PGN file download page
for people to download

user15049: 
15 million games in misc databases on sourceforge
Kings Base by Pierre Havard
Gorgonians big game collection
Misc Collections someone scraped from chessgames.com
TWIC latest games downloads


user2792: In addition to very good suggestions in the previous answers, you might also be interested in Pgnmentor's site (free).
There you already have free databases sorted according to players and openings, as well as events (tournament, matches etc.). Of course, you can easily produce such thematic games collections from big databases mentioned in other answers, but still, I find separated databases pretty convenient (e.g. for themed research).

user4588: These databases could be interesting for you: 

The Week In Chess (=TWIC) (free): updated every week, PGN format
Mega Database of ChessBase (commercial): requires the ChessBase gui
Huge Database of ChessOK (commercial): requires the ChessAssistant gui


user4362: There is a pretty big one if you are willing to spend some 40 euro.
This (Million Base 2.2) is the biggest free database I know of.

8488: <p>I am searching for a broad and extensive games database (i.e. games played between real players.)</p>

<p>I can hardly seem to find any (even paid ones.) - However all sorts of chess software has these built in.</p>

<p>Where can I get my hands on one?</p>

<p>I will use it for a lot of analyses on different players, openings etc.</p>

<p>Hope someone can help me out!</p>
 825: <p>I have some special prepared PGN files for my chess apps. You can download those files:</p>

<p><a href="http://smallchess.com/Games/World%20Championship.pgn" rel="nofollow">World Chess Championship</a></p>

<p><a href="http://smallchess.com/Games/Magnus%20Carlsen.pgn" rel="nofollow">Magnus Carlsen</a></p>

<p><a href="http://smallchess.com/Games/Jose%20Raul%20Capablanca.pgn" rel="nofollow">J.R Capablanca</a></p>

<p>The download site is <a href="http://smallchess.com/Games/" rel="nofollow">here</a>, please note the purpose of the site is to provide easy-to-download games for my iOS app users.</p>
 8933: <p>There are tons of databases out there. <a href="http://chessgames.com" rel="nofollow">http://chessgames.com</a>, <a href="http://pgnmentor.com" rel="nofollow">http://pgnmentor.com</a>, etc. Check <a href="http://www.chessfiles.com/chess-database.html" rel="nofollow">http://www.chessfiles.com/chess-database.html</a> for other databases</p>
 7500: <p>There is a combination of PGN Mentor and TWIC files: <a href="http://gorgonian.weebly.com/pgn.html" rel="nofollow">http://gorgonian.weebly.com/pgn.html</a></p>
 3456: <p>ChessTempo.com has recently added a new functionality - a database. All the options are described in the user guide at <a href="http://chesstempo.com/user-guide/en/chessDatabase.html" rel="nofollow">http://chesstempo.com/user-guide/en/chessDatabase.html</a></p>
 19786: <p>There are loads of PGN file database download sites, the best and most comprehensive one is probably PGN Mentor at </p>

<p><a href="https://www.pgnmentor.com/files.html" rel="nofollow noreferrer">https://www.pgnmentor.com/files.html</a></p>

<p>BUT...very few have annotated game collections, so I have put about 950 annotated games, which are in 9 separate ".pgn" files, here </p>

<p><a href="https://pgnchessbook.org/pgn/" rel="nofollow noreferrer">Annotated PGN file download page</a></p>

<p>for people to download</p>
 15049: <ul>
<li><a href="https://sourceforge.net/projects/codekiddy-chess/files/" rel="nofollow noreferrer">15 million games in misc databases on sourceforge</a></li>
<li><a href="http://www.kingbase-chess.net/" rel="nofollow noreferrer">Kings Base by Pierre Havard</a></li>
<li><a href="http://gorgonian.weebly.com/pgn.html" rel="nofollow noreferrer">Gorgonians big game collection</a></li>
<li><a href="http://smallchess.com/Games/" rel="nofollow noreferrer">Misc Collections someone scraped from chessgames.com</a></li>
<li><a href="https://theweekinchess.com/twic" rel="nofollow noreferrer">TWIC latest games downloads</a></li>
</ul>
 2792: <p>In addition to very good suggestions in the previous answers, you might also be interested in <a href="http://www.pgnmentor.com/files.html" rel="noreferrer">Pgnmentor's site</a> (free).</p>

<p>There you already have free databases sorted according to players and openings, as well as events (tournament, matches etc.). Of course, you can easily produce such thematic games collections from big databases mentioned in other answers, but still, I find separated databases pretty convenient (e.g. for themed research).</p>
 4588: <p>These databases could be interesting for you: </p>

<ul>
<li>The Week In Chess (=<a href="http://www.theweekinchess.com/twic">TWIC</a>) (free): updated every week, PGN format</li>
<li>Mega Database of <a href="https://shop.chessbase.com/en/cat_root">ChessBase</a> (commercial): requires the ChessBase gui</li>
<li>Huge Database of <a href="http://chessok.com/shop/">ChessOK</a> (commercial): requires the ChessAssistant gui</li>
</ul>
 4362: <p>There is a <a href="http://www.openingmaster.com/index.php/subscribe/membership">pretty big one</a> if you are willing to spend some 40 euro.</p>

<p><a href="http://www.top-5000.nl/pgn.htm">This (Million Base 2.2)</a> is the biggest free database I know of.</p>
