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This is the best resource for searching across international newspapers. To find news coverage in a specific region, use the top left "search builder" tab, then select the blue arrow next to the Regions tab and click the country name (to add it to search) and add any other criteria to focus search.
Market research reports that mainly focus on U.S. but selected is included for other areas of the world - with an emphasis on Western Europe.
Restricted to only current SMU students, faculty & staff.
Use country codes, regional search engines, or search terms in that language. Example Google search for dance schools in Lleida, Catalonia: escoles de ball site:.cat Lleida
For demographics and other statistics, a good place to look is the governmental agencies.
For regional arts activity, start with the national arts agency, which you can find through this directory or through an Internet search. You may find out about specific projects that have been funded.
Look for blogs where people might post about local activity.
You might also find out about cultural activity on individual cities' websites.