One, recently developed by economists Roberto Rigobon and Alberto Cavallo, is the MIT's Sloan School of Management Billion Prices Project (BPP) (http://bpp.mit.edu/ ).
They have slightly different inputs but, in general, are pretty comparable to the U.S. government's BLS indexes, especially over the longer periods, as most price inflation indexing schemes' input-related spikes are generally "self-correcting" over time.
Data for the USA is at http://bpp.mit.edu/usa/
Ref: NIA Backs Sarah Palin In Inflation Dispute - FR, post #6, 2010 November 17
Ref: Misconceptions about the CPI (FR Thread to Prove or Disprove CPI and Shadow Stats)(17page PDF file) - FR, posts #31, #40, 2011 April 15