When there was a lapse in government funding, several government data websites (for instance Census.gov) would be unavailable until further notice. This might cause inconvenience for your research.
I would like to make a note that we have ProQuest Statistical Abstract of the United States or ProQuest Statistical Insight for most government data in e-version. We also have old census data in print on 3/F (call number - HD7293 .A6113).
Another tip that I would like to share with you: If you need information normally housed on one of the affected sites, don't forget about The Wayback Machine (http://archive.org/web/web.php).
This page provides general sources for Statistical Research. It may not be a comprehensive list and it will update constantly. You are welcome to suggest a source by sending the Reference Librarian an email.