Localization is a key component of the wireless ecosystem. Machine learning (ML)-based localization using channel state information (CSI) is one of the most popular methods for achieving high-accuracy localization with low cost. However, to be accurate and robust, ML-based algorithms need to be trained and tested with large amounts of data, covering not only many user equipment (UE)/target locations, but also many different access points (APs) locations to which the UEs connect, in a variety of different environment types. This paper presents a massive-sized CSI dataset, WiLoc (Wi-Fi Localization), and makes it publicly available. WiLoc is obtained by a series of precision measurement campaigns that span three months, and it is massive in all the above-mentioned three dimensions: > 12 million UE locations, > 3,000 APs, covering 16 buildings for indoor localization, and > 30 streets for outdoor use. The paper describes the dataset structure, measurement environments, measurement protocols, and the dataset validations. Comprehensive case studies validate the advantages of large datasets in ML-driven localization strategies for both "standard" and transfer learning. We envision this dataset, which is by far the largest of its kind, to become a standard resource for researchers in the field of ML-based localization.