The UNAIDS/WHO Report on the Global HIV/AIDS Epidemic annually provides data on national adult HIV prevalence rates (the percentage of the adult population living with HIV) for odd-numbered years between 1997 and 2005.
Used by Iqbal and Zorn (2010).
Several DHS surveys conducted after 2000 offer HIV prevalence rates at the sub-national level.
To learn which country has such data, visit the DHS publication search webpage and select "HIV Fact Sheet" in the "Publication Type" field. Many African countries plus Ukraine, Dominican Republic, Cambodia, and Haiti are available as of April 2009.
These HIV Fact Sheets, however, do not provide all the available data. You need to browse the DHS Final Report for each survey, which can be done by visiting this webpage in the DHS website and clicking the country of your interest. Once you download the Final Report, look for the chapter on HIV prevalence, which includes a table of HIV prevalence rates by sub-national regions and by sex.
U.S. Census HIV/AIDS Surveillance Database also provides the sub-national HIV prevalence rates for selected countries, but for pregnant women only. This data is used by Oster (2007).