Below are links to data resources pertaining to the United States.
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General
Census Bureau
Federal Statistics
https://www.usa.gov/statistics
Overview of Federal statistics resources
http://www.cs.umd.edu/hcil/govstat/fedstats/fedstats3.htm
IRE and NICAR’s list of rescued federal data
http://www.ire.org/blog/nicar/2017/03/24/ire-nicar-federal-data-directory/
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Environment
U.S. Environmental Protection Agency Toxic Release Inventory
U.S. Department of Energy Alternative Fuels and Advanced Vehicles Data Center
http://www.afdc.energy.gov/afdc/
AirNow
U.S. Department of Labor Occupational Safety and Health Administration
http://www.osha.gov/oshstats/index.html
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Crime
Bureau of Justice Statistics (provides data on inmate populations, recidivism, etc)
http://bjs.ojp.usdoj.gov/index.cfm?ty=tp&tid=1
Crime Reports
FBI – Uniform Crime Reports
http://www.fbi.gov/about-us/cjis/ucr/ucr
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Health
Public health data and statistics
http://phpartners.org/health_stats.html
Health Service Research Information Central
http://www.nlm.nih.gov/hsrinfo/datasites.html
Substance Abuse and Mental Health Data Archive
http://www.icpsr.umich.edu/icpsrweb/SAMHDA/
Centers for Disease Control and Prevention
http://www.cdc.gov/datastatistics/
International Association of Counseling Services
National Institute of Mental Health
http://www.nimh.nih.gov/statistics/index.shtml
Substance Abuse and Mental Health Services Administration
U.S. Department of Health and Human Services FOIA Service Centers