Data Sources - US

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US Data Sources

State
   County
      County subdivision3
         Place (or place part)
            Census tract

Census County Data

 AFN - Accommodation and Food Services - NAICS only
 AGE - Age
 AGN - Agriculture - NAICS
 AGS - Agriculture - SIC
 ANC - Ancestry
 BNK - Banking
 BPS - Building Permits
 BZA - Business, Private Nonfarm - (U.S. Census Bureau) - Total
 BZN - Business, Private Nonfarm - (U.S. Census Bureau) - NAICS
 BZS - Business, Private Nonfarm - (U.S. Census Bureau) - SIC
 CLF - Civilian Labor Force (Bureau of Labor Statistics)
 CRM - Crime
 EAN - Earnings, Total and Selected Industries (Bureau of Economic Analysis) - NAICS
 EAS - Earnings, Total and Selected Industries (Bureau of Economic Analysis) - SIC
 EDU - Education
 ELE - Elections (CQ Press)
 EMN - Employment (Bureau of Economic Analysis) - NAICS
 EMS - Employment (Bureau of Economic Analysis) - SIC
 FED - Federal Government
 GAN - Government (Bureau of Economic Analysis) - Earnings - NAICS
 GEE - Government (Bureau of Economic Analysis) - Earnings/Employment - SIC
 GEN - Government (Bureau of Economic Analysis) - Employment - NAICS
 HEA - Health
 HIS - Hispanic or Latino Population
 HSD - Households
 HSG - Housing
 INC - Income, Money (U.S. Census Bureau)
 IPE - Income and Poverty
 LFE - Labor Force (U.S. Census Bureau)
 LND - Land Area
 LOG - Local Area Government
 MAN - Manufactures - NAICS
 MAS - Manufactures - SIC
 NES - Nonemployer Statistics
 PEN - Personal Income (Bureau of Economic Analysis) - NAICS
 PIN - Personal Income (Bureau of Economic Analysis) - SIC
 POP - Population - Total and Selected Characteristics
 PPQ - Population - Group Quarters
 PST - Population Estimates
 PVY - Poverty
 RHI - Race data
 RTN - Retail Trade - NAICS
 RTS - Retail Trade - SIC
 SBO - Survey of Business Owners
 SEX - Sex data
 SPR - Social Programs - Social Security and Supplemental Security Income (SSI)
 VET - Veterans
 VST - Vital Statistics - Births, Deaths, and Infant Deaths
 WAT - Water Usage
 WTN - Wholesale Trade - NAICS

EIA County Data

Other sources in US

I won’t go through the process with Census data; there’s an excellent PDF manual that