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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 sources. Data is supplied with references to original sources which you 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. For more historical data, Historical Statistics of the United States provides extra tables that allow for downloading into spreadsheets.