Here's a website with some Sudoku puzzle collections. https://sites.google.com/site/dobrichev/sudoku-puzzle-collections
The only 3 files I could get any traction with was the 17 clue puzzles and the 38 clue puzzles (2 files). I didn't try all the collections, but some are in ascii and I'm not sure what to rename the extension to make them usable outside of copy/pasting single games into a sudoku app.
I have a workaround to combine and extract the two parts of the 38 clue collection.
The massive Puzzle Collection with 38 givens is in TWO PARTS. As is, you cannot combine the files to unzip. This is my work around. I used 7-zip.
1. Copy the 2 parts into a new folder.
2. Rename both files +1
That is, part.00 needs to be part.01, and part .01 needs to be .02
(I started by renaming 38puz2014078.zip.part.01 to 38puz2014078.zip.part.02, then renamed 38puz2014078.zip.part.00 to 38puz2014078.zip.part.01)
3. Using 7-zip or another similar program, select 38puz2014078.zip.part.01 and COMBINE that file. 7 Zip will combine that file with any sequential file names. (In this case 38puz2014078.zip.part.02)
4. Take the resulting combined file, which will be 38puz2014078.zip.part and EXTRACT that file.
5. Open the folder that the extracted file is in... the folder created by 7 zip. There will be a file with no name inside it, other than a hyphen symbol. RENAME THAT FILE to whatever suits you, but use .sdm at the end. Technically the file could be named *.txt file, but it crushed NOTEPAD on Windows 10.