FRED (Federal Reserve Economic Data) -- a database of over 148,000 U.S. economic data time series from 59 national, international, public, & private sources. "With FRED® you can download data in Microsoft Excel and text formats and view charts of data series."
Money, Banking & Finance
Population, Employment & Labor Markets
Production & Business Activity
U.S. Regional Data
GeoFRED (Geographic Federal Reserve Economic Data) - "a web application that allows users to create thematic maps of U.S. economic data for geographies including states, counties, and metropolitan statistical areas. Maps can be created from over 12,000 regional data series available in the FRED® database. Regional data series include civilian labor force, residential population, and unemployment rate. Various tools allow users to customize and print these maps."
ALFRED (ArchivaL Federal Reserve Economic Data) "allows you to retrieve vintage versions of economic data that were available on specific dates in history. In general, economic data for past observation periods are revised as more accurate estimates become available. As a result, previous vintages of data can be superseded and may no longer be available from various data sources. Vintage or real time economic data allows academics to reproduce others' research, build more accurate forecasting models, and analyze economic policy decisions using the data available at the time."