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Census Bureau Economic Statistics
Includes data on manufacturing, retail and wholesale trade, construction, governments, services, and other sectors.
FRASER (Federal Reserve Archival System for Economic Research)
FRASER provides scanned copies of historical economic statistical publications.
FRED (Federal Reserve Economic Data)
Database of economic time series data.
ALFRED (Archival Federal Reserve Economic Data)
As described by the Federal Reserve, ALFRED "allows you to retrieve vintage version of economic data that were available on specific dates in history."
Company filings from the Securities and Exchange Commission.
BLS Databases, Tables, and Calculators by Subject
Includes materials on employment, unemployment, prices and inflation, productivity, and pay and benefits, and workplace injuries. Also international comparative data.
Bureau of Economic Analysis Interactive Data Tables
Legacy data tables also available at the same site.