This guide provides information about locating datasets for use in the social sciences (with a bit about data in the humanities and big data in STEM fields). It also has resources on using datasets (including in teaching) and associated issues.
"Explore research and publications from across the U.S. Federal Reserve System"
See links to all branches of the Federal Reserve at the bottom of the page - while this Guide focuses on the St Louis branch for some random reason, each branch has its own publications and data and more. You can find all of them at this site, but you may prefer visiting each Fed branch site separately.
"The National Bureau of Economic Research (NBER) is a private, nonpartisan organization that facilitates cutting-edge investigation and analysis of major economic issues. It disseminates research findings to academics, public and private-sector decision-makers, and the public by posting more than 1,200 working papers and convening more than 120 scholarly conferences, each year."
Covers other social science areas beyond economics as well.