Roadside unit (RSU) can significantly improve the safety and robustness of autonomous vehicles through Vehicle-to-Everything (V2X) communication. Currently, the usage of a single RSU mainly focuses on real-time inference and V2X collaboration, while neglecting the potential value of the high-quality data collected by RSU sensors. Integrating the vast amounts of data from numerous RSUs can provide a rich source of data for model training. However, the absence of ground truth annotations and the difficulty of transmitting enormous volumes of data are two inevitable barriers to fully exploiting this hidden value. In this paper, we introduce FedRSU, an innovative federated learning framework for self-supervised scene flow estimation. In FedRSU, we present a recurrent self-supervision training paradigm, where for each RSU, the scene flow prediction of points at every timestamp can be supervised by its subsequent future multi-modality observation. Another key component of FedRSU is federated learning, where multiple devices collaboratively train an ML model while keeping the training data local and private. With the power of the recurrent self-supervised learning paradigm, FL is able to leverage innumerable underutilized data from RSU. To verify the FedRSU framework, we construct a large-scale multi-modality dataset RSU-SF. The dataset consists of 17 RSU clients, covering various scenarios, modalities, and sensor settings. Based on RSU-SF, we show that FedRSU can greatly improve model performance in ITS and provide a comprehensive benchmark under diverse FL scenarios. To the best of our knowledge, we provide the first real-world LiDAR-camera multi-modal dataset and benchmark for the FL community.