Bureau of Labor Statistics: http://stat.bls.gov Basic local data is available under Local Area Unemployment Statistics and Current Employment Statistics - States and Areas. The LAUS area is difficult to use. Besides, there's much more if you make some phone calls. For example, the Current Employment Statistics is the best monthly guess on employment. But BLS has two other surveys, conducted by states.
The "202" program actually counts the names of people covered by employers' unemployment insurance programs. That means it's compiling a list of almost everyone in the state who works for companies with more than five employees. The "790" program is a quarterly update of current employment figures. It provides greater detail on the number of companies and their payrolls. Census Bureau's Ferret: http://www.census.gov/main/wwwlaccess.html
The Current Population Survey periodically uses "supplements" on special programs ranging from poverty and welfare to health insurance coverage. While you can cut up data any way you like, it often takes a day to come back. Regional Economic Information System, University of Virginia: http://fisher.lib.Virginia.edu/reis/county.html A much better way to get your local income figures than from the Commerce Department.
This allows you to download the values for wage and salary earnings, welfare payments and the like going back 30 years. Bureau of Economic Analysis: http://www.bea.gov The free area of BEA's Web site contains basic regional figures in the "Regional Indicators" section. You can also use alternative inflation adjustments with the BEA's "Gross Domestic Product implicit price deflators." These are considered more accurate for some adjustments, like government spending or company profits.
Only the Commerce Department could justify keeping all of its good data in a pay-only area, called Stats-USA. The BEA actually gives exclusive rights to its database to a business organization. The business cycle indicators used in preparing the Leading Economic Indicators the most comprehensive database around - are now maintained by a private consultant. To pay, reach the organization at http://www.tcb-indicators.org/subscripinfo/subscripinfo.htm
Agriculture's State Fact Sheets: http://www.econ.ag.gov/epubs/other/usfact This is one of the more comprehensive views of state economies available and is regularly updated. It also tells you everything you wanted to know about the farms in your state. Sarah Cohen can be reached by email at sarah@nicar.org