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"I need a kind of data not addressed by this FAQ. Where do I start?"

answer: 

The Statistical Abstract of the United States is a great way to start gathering data on almost any topic. It pulls in tables from a variety of government and industry data collection agencies. Basic data is supplied with references to orignal sources users can go back to for more detail. Historical editions (1878-2012) of the Statistical Abstract of the United States, published by the U.S. Census, can be found in print and online.

 

USA.gov provides statistical data generated by many different U.S. government agencies.