Ed, you can get the files that need to be put through the Kalman filter program from here, by clicking on every file below. The *_temp.dat files contain instrumental temperatures for each month and for each year, for all regions. The *_tdwi.dat files contain year, density, width and then instrumental temperatures for months April to September.
There are two files for each region, with names
all_* = All data we have n60_* = North of 60N s60_* = South of 60N wna_* = Western N. America ena_* = Eastern N. America neu_* = Northern Europe seu_* = Southern Europe cer_* = Central & Eastern Russia
The temperatures are actual anomalies for each region. The maximum latewood densities and the ring widths have been averaged for each region, then the mean timeseries have been adjusted for varying sample size (due to changing numbers of chronologies, but no adjustment is made for changing numbers of cores in each chronology). Finally, the adjusted mean timeseries have been normalised, using the mean and variance from the 1901-40 period. If you need unnormalised data, then let me know.