Rothmans used to be decent on this kind of thing, and some clubs may have something on their website, but any kind of definitive database is something that just doesn't exist.
Then there are some specialist websites for particular countries. For example, here is a page with all of the Tottenham players who have been capped by England (and here is the index by club).
Cheers Phoebe ... as Aldo has spotted I was preparing the factsheets for the commentators for the Iceland v Wales match next week ... and Vokes has now joined Wolves, so it's irrelevant!
Comment