The United States federal government is a massive source of comprehensive economic data and often the only source of systematic economic data on many topics over time. Unfortunately, the government does not have a single statistical agency, or even a single economic statistical agency, so you may have to search multiple places.
Data.gov is a single search portal for datasets produced from across the federal government's 13 statistical agencies. All new government data is required to be included in Data.gov. Most datasets are available in reusable formats, though sometimes you have to follow links to the statistical agency that created them.
Data.gov is primarily a search engine for federal datasets. However, states and localities can submit their dataset for inclusion as well and therefore may show up in a search. Missouri has submitted over 200 datasets to Data.gov, including many of economic interest.
An annual report to Congress from the Chairman of the Council of Economic Advisers. It updates the state of the economy with large appendices of data tables and information about the source of that data.
The following four agencies produce so much economic data that each has a subpage in this guide to describe what data is available through them.
The IRS maintains its own statistical research. It is the premier source for data on taxation in the United States. Also, because it has access to income tax returns, it is an important source of statistics related to income and wealth.