The World Bank has collected a database of all major (i.e. at least USD 1mn) known privatizations of public companies from 1988 to 2008.
The source data is available at the studies web site. Excellent documentation on methodology is available. Quote:
This site contains data on the sale price of privatization transactions of over $1 million, carried out in developing countries between 2000 and 2008. It only includes transactions which generate proceeds or monetary receipts to the government resulting from partial and full divestitures, concessions, management contracts, and leases. Thus, only those transactions that generate revenue for the government from privatization or private sector participation in an existing state-owned enterprise or other government assets (such as wireless license sales) are included. The data give information on the sale price of transactions on an "announcement" basis rather than on the basis of actual flows of receipts, which may be paid for over several years.
Transactions that did not generate revenue for the government are excluded from the database. As such, the database does not include firms transferred to the private sector through mass or "voucher" privatizations (as in Eastern Europe). It also does not include new greenfield investments that did not involve payments to the government, funds committed or invested by new owners, and build-operate-transfer schemes which do not involve payments to the governments.