The Current Population Survey (CPS) is a statistical survey conducted by the United States Census Bureau for the Bureau of Labor Statistics. The data collected is used to provide a monthly report on employment in the United States.
Although the CPS data are available, to this point it has really only been easy to deal with for SPSS, Stata, or SAS users. A new blog is also making it easy for R users to obtain and analyses these data. From their About/FAQ page:
This blog announces obsessively-detailed instructions to analyze us government survey data with free tools - the r language and the survey package.
They provide commented R scripts describing how to load, clean, configure, and analyze many current data sets available. Each script contains information on how to automatically download every microdata file from every survey year as an R data file onto your local disk. In addition, they detail how to use R to match the published results from other statistical languages. They also provide video showing how to do much of what they cover in the scripts.
Begin you foray into this and other government data sources here.