What are some helpful online tools (databases, etc..) for economic analysts? More specifically, I'm looking for a online database of US economic statistics that is regularly updated. Most of my searches result in older data, that is not particularly useful for what I need it for. I'm needing to make many cross references with it, for instance, comparing the unemployment rate of two cities/regions.
St. Louis Fed:
https://fred.stlouisfed.org/

Has very good US data. 

I am not aware of a database that systematically aggregates city-level data. I recommend state government sites and, for larger cities, city government sites.