URL blacklists are lists of web sites that contain malware or other dangerous content. Often, URL categorization lists are also referred to as blacklists, though blocking based on category (e.g. porn) is likely to be controlled by policy rather than being unilaterally blocked by your security software.
The MESD blacklist is freely downloadable from the SquidGuard site.
Shalla’s URL blacklist is downloadable from their website and is free for personal use or use by schools or within a company. A license is required to distribute the list or include it in a commercial product.
SquidBlacklist.org requires a paid subscription, and maintains multiple blacklists.
URLBlacklist.com’s blacklist is downloadable, with license required, paid on the honors system.
Blocklists of Suspected Malicious IPs and URLs – a list of additional sources