Take a look at FRED, the economic time series database of the FRB of St. Louis.

Sage Data collects a variety of economic data series.

• For economic data by source, select Browse Data by > Source and search for the term economic.
• For data by topic, select Browse Data by > Subject.

Use IHS Global Insight in WRDS (see access details).

For GDP data, use the U.S. Bureau of Economic Analysis - National Economic Accounts.