These sites offer federal campaign finance data. You can download data free from the Federal Elections Commission and can purchase value-added data from the other sites listed.
Some sites also offer extensive analysis of the records.
American University Wendell Cochran breaks down FEC data by state. Download contributions for local congressional candidates. This site provides searchable databases of federal campaign contributions and federal lobbying, detailed campaign finance profiles for all members of Congress, links to state campaign finance data, and a wide range of other information about money in politics. This is a non-partisan federal candidate campaign money page operated by Public Disclosure, Inc., a company run by former employees at the FEC and Center for Responsive Politics. It's an excellent alternative to downloading FEC files for most users.