The Global Lakes and Wetlands Database (GLWD)
Developed by the World Wildlife Fund (WWF) in partnership with the Center for Environmental Systems Research, University of Kassel, Germany. Downloadable at the WWF's website.
SRTM Water Body Data (SWBD)
Created by the National Geospatial-Intelligence Agency (NGA) as a by-product of SRTM elevation data (see this post). The data is available here as thousands of shapefiles, each of which contains 1 by 1 degree area.
Natural and artificial lake polygons can be obtained from the Lakes + Reservoirs data of Natural Earth.