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WHO: All levels of government--local, state, federal, etc.--collect and report data.
HOW: Usually those levels report the data in their own publications and web sites. Sometimes figuring out what level of government and what agency or other part of government collects the data you want is 90% of the battle.
WHY: Data may be collected specifically to share, such as when the US Department of Agriculture surveys field conditions and reports that to farmers and marketers. Or data might be collected in the course of administrative procedures, such as assessing taxes or registering births and deaths.
WHEN: There is always some time-lag, and sometimes a significant time-lag, between when data are collected and when they are shared.
Data from state agencies can be a little more difficult to track down, compared to federal data. This guide was created by librarians who specialize in government information and might be useful helping you identify data sources.
Do you know about Google's site: feature? It's formated (in a Google search box) like this:
site:[the URL of the site] [topic]
So for example to search CNN's web site for articles about the Supreme Court, you would use:
site:cnn.com "supreme court"
It can also be used to search a part of a URL, for example .gov! So to search all .gov sites (this could be state, federal or local) for information about unemployment, you could use: