Links to statistical data portals on U.S. federal government agency statistical websites.
Repository of raw empirical datasets from participating US federal agencies.
FRED (Federal Reserve Economic Data)
A wealth of empirical data on the US economy. Lots of long time series. Also links to Alfred (ArchivaL Federal Reserve Economic Data) and other related collections of Fed data and publications.
NBER (National Bureau of Economic Research)
Datasets available from the NBER or otherwise associated with the NBER research program. NBER's Other Data Collections links to government departments and agencies, all branches of the Federal Reserve, and a variety of other sources for statistical data.
ICPSR (Inter-University Consortium For Political And Social Research) Organization at the University of Michigan that collects data from individual researchers, polling agencies, and and governmental and international agencies. Data is often in ASCII delimited format with documentation such as codebooks and sometimes auxiliary files to use in SPSS or SAS.
Lots of long time series, especially from US government agencies (Federal Reserve Board, Bureau of Labor Statistics, etc.).
Statistical Abstracts of the United States
The Statistical Abstract of the United States, published from 1878 to 2012, is the authoritative and comprehensive summary of statistics on the social, political, and economic organization of the United States.