Datasets:
- Urban morphological zones 2000 (EU): https://www.eea.europa.eu/data-and-maps/data/urban-morphological-zones-2000-2
- Population count (World): http://sedac.ciesin.columbia.edu/data/set/gpw-v4-population-count-rev10/
- Administrative regions (World): http://gadm.org/
The map is European since the "urban" data from the European Environmental Agency (EEA) only covers Europe.
Caveats
The UMZ data ended up in PostGIS with srid 900914. You can use prj2epsg.org to convert the contents of a .prj file to an estimated SRID code. In this case the UMZ .prj file as the contents:
PROJCS["ETRS89_LAEA_Europe",GEOGCS["GCS_ETRS_1989",DATUM["D_ETRS_1989",SPHEROID["GRS_1980",6378137,298.257222101]],PRIMEM["Greenwich",0],UNIT["Degree",0.017453292519943295]],PROJECTION["Lambert_Azimuthal_Equal_Area"],PARAMETER["latitude_of_origin",52],PARAMETER["central_meridian",10],PARAMETER["false_easting",4321000],PARAMETER["false_northing",3210000],UNIT["Meter",1]]
Which translates to 3035 - ETRS89_LAEA_Europe.