Federal Reserve Economic Data (FRED) - Economic time series database of the Federal Reserve Bank of St. Louis.

Board of Governors of the Federal Reserve Selected Interest Rates (Daily) - H.15 - Interest rates for select U.S. government and Federal Reserve series, published every business day.

Bureau of Economic Analysis (BEA) Data - U.S. national data and a variety of other data such as GDP and personal income by state and county.  Browse by Topic, Place, and level of Economic Account.  See also, U.S. Economy at a Glance.

Bureau of Labor Statistics (BLS) Economy at a Glance - Brief time series of select indicators. Link to state and city data.

Bureau of Labor Statistics (BLS) Business Employment Dynamics - In section for BDM Data Files and Charts, select links for National or State data.  Look for tables containing data for establishment births and deaths, 

Federal Reserve Archival System for Economic Research (FRASER) - An archive of U.S. economic, financial, and banking history, particularly the history of the Federal Reserve System.