DataCite is an international organisation that which aims to establish easier access to research data. DataCite's recommended format for a data citation is:
Creator (PublicationYear): Title. Publisher. Identifier
Here are some examples from the DataCite website:
Here are some more examples of citations from some well known data repositories.
(2012) Data from: Effects of vicariant barriers, habitat stability, population isolation and environmental features on species divergence in the south-western Australian coastal reptile community. Molecular Ecology doi:10.5061/dryad.8p7435hq
Economic and Social Data Service
Office for National Statistics. Social Survey Division, Annual Population Survey, April 2011 - March 2012 [computer file]. Colchester, Essex: UK Data Archive [distributor], August 2012. SN: 7088.
Leiss, Amelia. Arms Transfers to Developing Countries, 1945-1968. ICPSR05404-v1. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 1999. doi:10.3886/ICPSR05404.v1
Speech & Language Repository
Tesi Rolyang 1996 (Bernard BEL). Primary data (corpus). Centre de sciences humaines (CSH, New Delhi IN). Created 2010-09-22. Speech & Language Data Repository. Identifier hdl:11041/sldr000728 - Archived ark:/87895/1.4-245735