Is there a government agency, department, or private company collecting this data?
Was the data collected for the year(s) and geographic area you are researching?
Encyclopedia of the U.S. census: from the Constitution to the American Community Survey 2012 2nd ed. (available online via Sage Knowledge).
Many statistics are collected only through a sample count. This may mean that there are fewer statistics available for the smaller geographies -- block-group and especially block. See: Census Geography
2010 -- A brief questionnaire is sent to every household. More detailed data is available from the American Community Survey (ACS). The ACS is a continuous, "rolling" survey of 1-in-8 households. Data is released in 1-year, 3-year, and 5-year estimates.
SF 1-- Data is from a short list of questions asked of every household
ACS (American Community Data) Sample Data: ACS 1-year estimates, ACS 3-year estimates, ACS 5-year estimates
2000 -- A brief questionnaire is sent to every household. A longer, more detailed questionnaire is sent to 1-in-6 households.
SF 1 -- Data is from the short list of questions asked of every household
SF 3 -- Data is from a much longer, more detailed, list of questions asked of 1-in-6 households, e.g., sample data