OECD Health Data
Covers health-related data for member OECD nations.  It's available through the ZSR database page.

Agency for HealthCare Research and Quality 
from the U.S. Department of Health & Human Services

The Congressional Budget Office (CBO)

FEDSTATS
find statistics at the national or state leve on a broad range of topics

Health Interactive Data
From the Centers for Disease Control

National Center for Health Statistics
from the Centers for Disease Control

National Center for Health Statistics
from the Center for Disease Control and Prevention

National Vital Statistics System
go here for data on births, deaths, infant mortality, etc.

Statistical Resources
from the U.S. Department of Health and Human Services

State Health Facts
provided by the Kaiser Family Foundation

Statistics from WomensHealth.gov 
a division of the U.S. Department of Health & Human Services