The U.S. Bureau of Labor Statistics now has a page of "Latest Numbers" RSS feeds. There are feeds available for: BLS Principal Federal Economic Indicators, Business Employment Dynamics, Employment, Hours, and Earnings from the Current Employment Statistics survey (National), Consumer Price Index, Labor Force Statistics from the Current Population Survey, Employment Cost Trends, Injuries, Illnesses, and Fatalities, Job Openings and Labor Turnover Survey, Local Area Unemployment Statistics, Productivity and Costs, Mass Layoff Statistics, Import/Export Price Indexes, Producer Price Indexes, and regional statistics.