PolicyMap is a fully web-based online data and mapping application that gives you access to over 15,000 indicators related to demographics, housing, crime, mortgages, health, jobs and more. Data is available at all common geographies (address, block group, census tract, zip code, county, city, state, MSA) as well as unique geographies like school districts and political boundaries. Data comes from both public and proprietary sources. Many of the public files are available for download for free.
Access to PolicyMap is funded by Rider University’s Norm Brodsky College of Business
The National Center for Health Statistics has a wealth of datasets that can be downloaded, In addition to the datasets they have posted tools for mining the numbers:clike here
You can also go to the National Institutes for Health and find many datasets. You may want to try the computing page
If that doesn't work for you then search for datasets from the home page. The nice thing about that is that it searches across many of the US government's health related sites.
The Henry J. KaiserFamilyFoundation is an independent philanthropy focusing on the major health care issues facing the nation. The Foundation is an independent voice and source of facts and analysis for policymakers, the media, the health care community, and the general public. Contains statistics on Medicaid and the uninsured in each state of the United States. Links to resources on health policy, productive health and children, AIDS and HIV, and media programs. The organizations three main areas of support are Health Policy, Media and Public Education, and Health and Development in South Africa.
Needless to say that many non-government mine the data for their own research. This site seems to do a nice job of gathering data from across the spectrum of health agencies from federal to local