Federal Reserve Bank
Federal Reserve Bank of St. Louis: Fred Economic Data
With files in many categories, FRED offers a wealth of historical US data on interest rates, business indicators, balance of payments, exchange rates, and lots more.
Other
Federal Deposit Insurance Corporation: Historical Statistics on Banking
Detailed reports of US banking statistics, published annually beginning in 1934 when the federal government began keeping consistent statistical records for the U.S. economy. Also has financial data for all FDIC-insured institutions....