For the sub-nuclear physics there is a database of the Particle Data Group, I was wondering if there was a similar on-line collection for astrophysics, such as energy absorption and emission spectra for different sources.
There are a wide variety of databases covering all sorts of data, and I won't try and list them all here (but I'll list some of the largest ones). There isn't anything as clear-cut as the Particle Data Group because astronomy deals with complex systems (as opposed to the more fundamental particles in sub-nuclear), and there's no saying that the spectrum of source XX won't change tomorrow. Some sources are more transient than others, and it's often possible to estimate a timescale for transience, but there's always the possibility of some unknown effect coming into play or some unresolved source entering the region and wreaking havoc on the status quo.
I think the closest thing to what you're asking about would be virtual observatories. There are a number of organizations/countries with VO projects, here are a few:
Some of the largest collections of survey data are SDSS (>1/4 of the sky in 5 bands from about the near-IR to the near-UV with hundreds of millions of objects catalogued, and millions of spectra), 2MASS (all-sky survey in the near-IR), MAST (compendium of catalogs from the Space Telescope Science Institute). The data from the Planck (IR/radio, all sky), Fermi (gamma ray, all sky) and Chandra (x-ray) satellites are (or will be) publicly archived, and many other archives of data from particular telescopes exist as well.
If you're interested in a particular source (or type of source), or a particular waveband, I might be able to recommend a database.