From Hill Library:
This unassuming little page from the Census Bureau is actually a gateway to a staggering amount of information on U.S. states, counties, and cities.
The 2007 County and City Data Book provides the most current Census data on every U.S. place. Find state government expenditure and population characteristics; statistics on county building permits and labor force; and details on city retail trade and crime - among a slew of other topics.
Download the entire 1,000+ page publication in PDF or maneuver through the table of contents by scrolling down on the main page linked above.