WRDS is a platform that includes Compustat and other financial data files. Follow the above link and click on the "Register for a WRDS Account" link and fill in the information. You'll get a confirmation of your account status in a day or two. Access is generally limited to graduate students, faculty and staff.
State of the Nation includes current and historical federal economics and financial data. Globus and NTDB contain current and historical trade-related releases, international market research, trade opportunities, and country analysis.
Iowa State is a member institution. Create an account with your university email address. ICPSR maintains a data archive more than 500,000 files of research in the social sciences. 16 collections of data in education, aging, criminal justice, substance abuse, terrorism, and other fields.
Historical Statistics of the United States: Millennial Edition, a compendium of statistics from over 1000 sources last updated in 1975, has been expanded to include over 37,000 data series.
Data.gov catalog provides access to U.S. Federal Executive Branch datasets. Raw Data Catalog provides an instant download of machine readable, platform-independent data sets while the Tools Catalog provides hyperlinks to tools that allow you to mine datasets.
IPUMS provides integrated public microdata series for the US Census (IPUMS-USA), international censuses (IPUMS-International) and the Current Population Survey (IPUMS-CPS). All data is available for free download from the host site at the Minnesota Population Center.