I am working on a research project. I'd like to know if there's any lexicon or thesaurus or maybe a dataset (as complete as possible) with cities, forenames, surnames,placeNames, common words, all written in hanzi and lemmatized or tagged. Thanks for your help.
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For surnames, there are many, and you can refer to the 《百家姓》。
this link may help：http://baijiaxing.51240.com/
Most surnames（姓） are one character（单姓）. some surnames are two characters, and are called 复姓。
There are no stationary forenames. But in Chinese tradition (although many Chinese ignore this tradition to make distinctive names), the first character of forenames are give strictly according to the seniority in the family --- for a generation in the family, the second character are the same character, which are selected according to a list. For example, in my family, my grandfather has the character 焕，and all his brothers and cousins are called X焕Y。My father and all his cousins are called X金Z. For my generation, we should be called X斯W， but my parents did not obey this tradition and gave me a distinctive name.
As far as I know, most of the posterities of 孔子 still obey this rule strictly. They use this list: 希言公彦承，宏闻贞尚衍，兴毓传继广，昭宪庆繁祥，令德维垂佑，钦绍念显扬，建道敦安定，懋修肈懿长，裕文焕景瑞，永锡世绪昌 (http://zh.wikipedia.org/wiki/%E5%AD%94%E5%AD%90%E4%B8%96%E5%AE%B6).
and there are also many surnames are given according to the society environment. like 马文革，李建国，刘跃进。
Every province has a name and a abbreviation. 黑龙江省（黑) 吉林省（吉） 辽宁省（辽） 河北省（冀）山西省（晋） 河南省（豫）安徽省（皖） 青海省（青）山东省（鲁） 江苏省（苏）浙江省（浙）福建省（闽）江西省（赣）湖北省（鄂） 湖南省（湘） 广东省（粤）台湾省（台） 海南省（琼）甘肃省（甘或陇）陕、西省（陕或秦） 四川省（川或蜀）贵州省（贵或黔）云南省（云或滇）
For some cities, they also have a one-character abbreviation.
Here is a complete list of all administrative divisions in China (from province to village) from National Bureau of Statistics of China:
Unfortunately, I can't find official website about other alternative names of them, but there are several useful sites:
http://www.xzqh.org.cn/ (by Ministry of Civil Affairs)
http://www.xzqh.org/ (not official site, but informative)