Federal Reserve Economic Data

Note that regional categories have the structure:

States
      Counties
      MSAs
      BEA Economic Areas
      Basic Trading Areas
Census Regions
      Census Divisions
BEA Regions
Federal Reserve Districts
      States in District
      Counties in District
      MSAs in District

Specific geographies have been omitted for brevity. As an example, 'St. Louis' county in the state of Missouri has the category path:

States > Missouri > Counties > St. Louis County, MO