Congress.gov (formerly THOMAS) provides legislative documents (both current and historical)
Federal Digital System (FDSys), part of the U.S. Government Printing Office, offers both archival and current government documents, including Congressional documents and reports, economic indicators, and court opinions
Open CRS is an collection of reports from the Congressional Research Service that have been made available to the public. The site is open source and not part of the government, which is why it does NOT have a .gov domain
Congressional Budget Office - this site is packed with statistics.
For research on international topics, consider
U.S. Department of State's listing of Congressional Service Reports and Issues Briefs
United Nations Development Programme
LIS databases: open data from the Cross-National Data Center in Luxembourg, home to the Luxembourg Income Study database and the Luxembourg Wealth Study database.