Governmental bodies collect and distribute data related to a wide array of mandates. As you search for data sources, consider which levels of government (federal, state, local, international, governmental organizations) and which types of agencies (labor, health, education, transportation) may have a mandate to gather and/or disseminate relevant data.
If you're not sure where to start, try these resources:
Online library of the Organisation for Economic Cooperation and Development (OECD) including books, papers and statistics and is the gateway to OECD’s analysis and data.
ICPSR is a membership-based organization providing access to a vast archive of computer-based research and instructional data for the social sciences. Data holdings cover a broad range of disciplines, including political science, sociology, demography, economics, history, education, gerontology, criminal justice, public health, foreign policy, and law. The data and codebooks may be downloaded by UCSB faculty, students, and staff.