The US Census Bureau collects and produces the most comprehensive data sets on demographic, socio-economic, and housing characteristics for the United States. In addition to national, state, regional, and place, statistics are available by zip codes, census tracts, and block groups (all of which can be used for neighborhood analyis).
Comprehensive summary of statistics on the social, political, and economic conditions of the United States, from 2013 to the present. Volumes covering 1879-2012 are on the US Census site.