In "old days" most publications went through the Government Printing Office (the GPO). The GPO printed and cataloged all of the items, assigning document numbers, based on the issuing agency. Those that weren't published through the GPO weren't actually "published" and were considered "fugitive documents."
Now, many US Government agencies post publications/documents to their websites. This is both good and bad. You can follow the work of a particular agency just by landing on it's web site. On the other hand, if don't already know which agency is publishing material on a particular topic, or the publication is older, or you don't have the exact name, it can be tricky!
The GPO is still publishing all of the documents from the 3 branches of government and tries to gather up as many agency publications as possible. One way to find publications is through the Catalog of Government Publications. Beginning in the mid-to-late 1990's, many of the entries in the catalog will be linked to the online version. Prior to that time, you will find SUDOC (Superintendent of Documents) numbers and other report number systems. Check with your local depository library (that's us!) to locate these older, print, publications.