Various national and state and local government agencies may collect and make available useful data for marketing purposes.
Here is one example regarding consumer expenditures:
Governments conduct censuses and surveys, and most results are available for public use.
Many U.S. federal government census and survey data can be reached via the Census Bureau's Business & Industry page.
Many other types of organizations, such as trade associations, also gather data; some may be available for no charge and without restriction, some may be available only to members or for a fee.