State and Local Government Finances is just one section of the U.S. Census Bureau’s Federal, State, and Local Governments portal.
The statistics here cover government financial activity in four broad categories of revenue, expenditure, outstanding debt and assets (cash and security holdings). Files can be downloaded or viewed in your browser.
It can be helpful to use this site in conjunction with Section 8, “State and Local Government Finances and Employment,” of the Statistical Abstract of the United States.