Good sources for data on materials are:

Matweb
Wolfram Alpha
Wikipedia
WebElements
If any properties are unavailable the game will use placeholders. However, if those properties happen to be strength, it would be best to estimate to the best of your ability, such as by using a similar material (E.G iron for cobalt). Even if you can find only one elastic modulus, this is no problem; Poisson's ratio can only be between -1 and 0.5 in DF terms, and a general rule of thumb can be followed: metals 0.3, woods 0.45, rock 0.25. Young's modulus tends to be available, but if it isn't... guess.

Materials in dwarf fortress are made with the assumption that IMPACT values should be equal to COMPRESSIVE, which is incorrect; YIELD and FRACTURE should be equal to BENDING or COMPRESSIVE, whichever's less (which is always BENDING in vanilla DF). However, forcing this on whoever makes the materials would be dumb, since it is the game that we're talking about. So:
Realistic IMPACT values:

Similarly, shear stress at yield is v3 times lower than tensile stress while the game considers it to be 1:1, so another checkbox:
Realistic SHEAR values:

Temperature values:
Melting point
(celcius)
(fahrenheit)
Has melting point
Boiling point
(celcius)
(fahrenheit)
Has boiling point
Ignition point
(celcius)
(fahrenheit)
Has ignition point
Heat damage point
(celcius)
(fahrenheit)
Has heat damage point
Cold damage point
(celcius)
(fahrenheit)
Has cold damage point
Specific Heat
(Joules per kilograms kelvin)
DF Values: Mass values:
Density (kilogram/meter3):
Solid
Liquid
Molar mass
(kg/mole)
Strength values:
Tensile yield (KPa)
Shear yield (KPa)
Shear strength (KPa)
Compressive yield (KPa)
Compressive strength (KPa)

Elastic moduli (Only bulk modulus, young's modulus and shear modulus are taken into account by DF; if any cannot be found, the rest can be filled in with any two):
Bulk modulus (MPa)
Young's modulus (MPa)
Shear modulus (MPa)
Poisson's Ratio (ratio)
P-wave modulus (MPa)

The below graphic depicts what the material will look like up to its yield point. (Warning: will probably be exceedingly boring for most sufficiently stiff materials)