U.S. weather data for temperatures, winds, precipitation (rainfall/snowfall/hail), and other key measurements can usually be obtained from the office of the state climatologist in the region(s) you're interested in.
In Colorado, for example, the state climatology office is the Colorado Climate Center at Colorado State University.
To find a comparable office in another state:
Follow the links provided on the map provided at the link above, or go directly to:
The World Meteorological Organization is a good place to start