AmericanFactFinder (U.S. Census Bureau) - Focuses on population, geographic and economic information.
Data.gov - Home of the U.S. Government’s open data
USA.gov Data & Statistics - From the federal government, provides all sorts of statistics from population to economics to energy.
U.S. Census Bureau - Goldmine of statistical information by state, city and/or zip code.
FedStats - Collected by 100 seperate U.S. government agencies. Mapstats allows searches for statistics from U.S., states, counties and cities.
Nation Master - Compilation of data from such sources as the CIA World Factbook, UN, and OECD.
Population Reference Bureau - Private nonprofit organization providing information on population, health and environment pertaining to the United States and the international community.
CensusScope (Social Science Data Analysis Network, U. of Michigan) - Tool for investigating U.S. demographic trends.
Pew Research Center Data - Non-partisan think tank that the public about the issues, attitudes and trends shaping America and the world. It conducts public opinion polling, demographic research, media content analysis and other empirical social science research.
Book of States (Council of State Governments) - Annual publication from 1935-present with answers and comparisons on a broad range of topics for all states, commonwealths and territories of the United States.
Statistical Abstracts of the U.S. (the free version) - From 1900-2012, covers historical statistical data on the country dating back to 1789.
1940 U.S. Census - 1940 Census records released by the U.S. National Archives on April 2, 2012.
Census of Population and Housing - Scanned documents of the census from 1790 to the present.
Historic Census Browser (University of Virginia Library) - Allows user to see data from past censuses. You cannot download the data, but you can see the data in table form. You can also map the data online at the site. The maps are in PDF format which you can save.