The Reference Guide page is nearly empty. The bokeh.sampledata module should automatically include relevant submodules in its main docsring, and all the submodule docstrings should be updated/completed to be useful, e.g. explain what the module contains, or show example data, or link/include examples that use the data.
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@Tekaichi All of the files in _data are accessed via one of the Python modules in bokeh.sampledata, so I think it suffices to just add the docstrings to the modules. Just to be clear up front: the bulk of the work here is adding all the docstrings. Ideally each data docstring should describe the format of the data variables in the module, provide provenance information (where known), have some sample snippets showing how to work with the data, and if possible link to relevant examples.