Some excellent data from the government:

Federal government budgets & projections + select analytical papers on national policy:

National income accounts data, including data on industries, prices, output, etc.:

 Population, poverty, income distribution:

Country studies with macroeconomic data:

Country studies via the library of congress done by top US academic scholars:

Excellent research papers, with good abstracts. Papers can be downloaded only at a cost:

Access to Council of Economic Advisors data:

A source of (historical) statistical data for the US including international trade:
 

Excellent source for research on the economic crises in Asia during recent years: