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The Cancer Genome Atlas (TCGA) project is probably one of the most well-known large-scale cancer sequencing project. It sequenced ~10,000 treatment-naive tumors across 33 cancer types. Different data including whole-exome, whole-genome, copy-number (SNP array), bulk RNAseq, protein expression (Reverse-Phase Protein Array), DNA methylation are available.
TCGA is a very successful large sequencing project. I highly recommend learning from the organization of it.