Advertising expenditures, media expenditures,
advertising spending, ad spend, or even "adspend" ...
These are all phrases used to answer the question:
Below are several sources you can use where you will more consistently find some data on ad spending; these sources are best for snapshot data, not for time series.
(See here for suggestions on finding time series data.)
Please be aware that ad spending is often not disclosed in any detail: only public companies are required to do so, and only under certain circumstances (ad spend greater than a certain percentage of total revenues). Companies get to choose how much detail they'll disclose, and some companies regard this as proprietary information, i.e. not for the public!
However, there is a database that provides estimates on advertising expenditures within a defined universe of consumer media: below you can read more about the Ad$pender database.
In addition to the sources below, there are several trade journals that regularly report on ad spending, or compile lists of top advertisers. They're listed in the next box.
Here are a few journals which regularly report on trends in ad spending: you'll also find occasional articles in many others. To do a more systematic and thorough search, use the trade journal databases.
To find out what ad spending is in a given country, try Passport GMID. (In other words, to find out what is the size of the advertising market in a given country.) They'll have data for many countries (for some going back to 1983), for print, radio, TV, outdoor, cinema, and online advertising. (It's obvious, right, that the data for online advertising does not go back to 1983?!? That starts in the late 1990's, and primarily for developed countries.)
By the way, it's called 'adspend' in this database!