U.S. Bureau of Economic Analysis - GDP, regional and related data
U.S. Bureau of Labor Statistics - CPI, PPI, employment and related data
Beige Book - Regional Economic Summaries from the Federal Reserve
National economic data - Federal Reserve Bank of St. Louis's FRED database
Coincident Economic Indexes for all 50 states - Federal Reserve Bank of Philadelphia
Business Employment Dynamics - Gross job gains and gross job losses statistics from 1992 forward