The answer seems to be not very easy at all:
I experienced a lack of will from the national meteorological institutes to freely share the tax paid data I asked for. I even had assistance from a large Danish Newspaper to ask the questions for me, send mails etc. I asked for raw data from datasets beginning before 1950, especially the non-coastal stations:You could expect fewer requests for raw data if it costs $5000 per request. But everything is totally above boards at the national (tax supported) weather bureaus.
In my analysis of the Czech Republic today I use around 50 stations. The national Czech meteorological institute wanted 3450 EUR for 10 longer datasets (just yearly values).
But kudos to the German Meteorological Bureau for a rapid (and free) response.