Recent all-sky and large-area astronomical surveys and their catalogued data over the whole range of electromagnetic spectrum are reviewed, from Gamma-ray to radio, such as Fermi-GLAST and INTEGRAL in Gamma-ray, ROSAT, XMM and Chandra in X-ray, GALEX in UV, SDSS and several POSS I and II based catalogues (APM, MAPS, USNO, GSC) in optical range, 2MASS in NIR, WISE and AKARI IRC in MIR, IRAS and AKARI FIS in FIR, NVSS and FIRST in radio and many others, as well as most important surveys giving optical images (DSS I and II, SDSS, etc.), proper motions (Tycho, USNO, Gaia), variability (GCVS, NSVS, ASAS, Catalina, Pan-STARRS) and spectroscopic data (FBS, SBS, Case, HQS, HES, SDSS, CALIFA, GAMA). An overall understanding of the coverage along the whole wavelength range and comparisons between various surveys are given: galaxy redshift surveys, QSO/AGN, radio, Galactic structure, and Dark Energy surveys. Astronomy has entered the Big Data era. Astrophysical Virtual Observatories and Computational Astrophysics play an important role in using and analysis of big data for new discoveries.