Bureau of Labor Statistics: part of the US Department of Labor, this site contains data for download on a variety of topics such as inflation and prices, productivity and pay and benefits.
Employment Research Data Center: hosted by the Upjohn Institute for Employment, this website contains older studies and reports sponsored by the US Department of Labor.
OSHA Statistics and Data: data on workplace injury and illness by the Occupational Safety and Health Administration.
EEOC Statistics: statistics from the US Equal Employment Opportunity Commission on topics such as litigation, equal employment and diversity in specific industries.
States
Labor Statistics: from the New York State Department of Labor, it includes data on jobs in demand, wages and unemployment.
Labor Market Information Reports: from New Jersey's Department of Labor and Workforce Employment. Includes current employment statistics and projects for industry employment.
ILOSTAT: a database of labor statistics operated by the ILO. Data can be access by country or by topic such as wages, consumer price index, and strikes/lockouts.
Key Indicators of the Labor Market (KILM): produced by the ILO, KILM is a collection of 20 indicators of the labor market, from employment to characteristics of jobseekers and labor productivity. It is published every two years.
Labor Force Surveys: a website produced by the ILO which collects national Labor Force Surveys from a variety of countries.
SIMPOC (Statistical Information and Monitoring Program on Child Labor): also on the ILO website, this database provides statistics on child labor, including country briefs.