The emphasis here is aggregated data.
- Fedstats http://www.fedstats.gov/ A gateway site that leads to federal agency data portals.
- Data.gov http://www.data.gov/ A clearinghouse attempting to provide a consistent interface for data from participating federal agencies. Hosts some data and also serves as index for data residing on agency servers.
- FRED (Federal Reserve Economic Data) http://research.stlouisfed.org/fred2/ Clearninghouse (from the St. Louis Fed) of data from many federal agencies. The ALFRED section contains unrevised historical data. FRASER contains Acrobat versions of long runs of federal statistical periodicals.
- ICPSR (Inter-University Consortium For Political And Social Research) http://www.icpsr.umich.edu 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.
- NBER (National Bureau of Economic Research) http://www.nber.org/data/ Some nice time series.
- NHGIS https://www.nhgis.org/ Interface to aggregated (mostly Census) data and GIS layers.