Association of Religion Data Archives (ARDA)--The ARDA contains many datasets pertaining to religion, such as surveys on topics such as the public's religious attitudes and practices, surveys of church leaders, and studies on the provision of social services by individual congregations. ARDA also provides geographic profiles of congregations and demographic profiles of denominations. Researchers should go to the "Data Archive" for a directory of the different studies available.
Bureau of Economic Analysis--The BEA is an excellent source for macroeconomic data, with a focus on national accounts - GDP and its components such as income, consumption, investment, and government expenditure. It also provides much data on employment and compensation by industry. Data are available at the national and at the state and local/county levels, in annual, quarterly and (in some cases) monthly increments. Some industry-level data and balance-of-payments data are also available. See http://www.bea.gov/itable/ for direct access to the data.
Bureau of Labor Statistics (BLS)--The BLS contains much data on employment, wages, and prices, at both the national and sub-national levels. See http://www.bls.gov/bls/proghome.htm for a topical breakdown of the BLS' data holdings, and see http://www.bls.gov/guide/geography/ for a summary of data availability by level of geography. Be warned that the website is not always easy to navigate.
Bureau of Justice Statistics--The BJS provides a wealth of crime and criminal justice data compiled by the US government and links to available data on other government websites and includes a tool for extracting state-level and local-level data on crime rates.
CDC Wonder Population Information--CDC Wonder includes a site that provides population estimates for different age, race, and gender groups. Users can get estimates at the national, state, or county levels, from 1990 onwards.
Census Bureau: Federal, State, and Local Governments--The Census Bureau conducts various surveys of the finances and employment of state and local governments, covering topics such as tax revenue, employment, expeditures by function, and finances of public school systems.
National Institute for Money in State Politics (NIMSP)--NIMSP is a watchdog group with an extensive clearinghouse of data on campaign contributions and lobbying, with a focus on elections at the state level. In addition to its main site, NIMSP also has the Influence Explorer in which users can register to download bulk amounts of NIMSP's data for additional analysis. Bulk downloads of data are also available via http://sunlightlabs.github.io/datacommons/bulk_data.html. The NIMSP also collects data on lobbyists that are currently only available on the older, "classic" version of the site.
Partisan Balance of State Governments--Carl Klarner at Indiana State University has assembled various datasets on state politics, including data on outcomes of state elections, partisan control of state legislatures and executives, and state-level economic indicators. You can also access Klarner's data via his Dataverse.
Social Explorer--Social Explorer provides quick and easy access to current and historical census data and demographic information. Its contents include the entire U.S. Census from 1790 to 2010, annual updates from the American Community Survey, data on religious congregations for the United States for 2009 and 2010, decennial religious congregation data for 1980-2010, and carbon emissions data for 2002. Users can create reports and maps at various levels of geography, including counties, Census tracts, Census block groups, and ZIP codes, depending on data availability. Social Explorer is also available via Databases at Emory.
Sortable Health Factors and Risk Indicators--To quote the website, "Sortable Stats is an interactive data set comprised of behavioral risk factors and health indicators. This data set compiles state level data for the 50 states, DC, and U.S. territories from various published CDC and federal sources into a format that allows users to view, sort, and analyze data at state, regional, and national levels." BE WARNED - while the site is very accessible and easy to use, it also requires that you install and enable Microsoft Silverlight.
State Ideology Data--The State Ideology Data, which have been assembled by Richard C. Fording at the University of Alabama-Tuscaloosa, measure the ideological leanings of both the public and political leaders for the individual states. The data cover the years 1960 onwards.
State Profiles and Energy Estimates--The Department of Energy's Energy Information Administration produces various estimates of energy consumption and production via its State Energy Data System (SEDS). The Petroleum Navigator also provides state-level data related to petroleum consumption.