These two reports provide an overview of virtually all federal spending at the national, state and county levels. The Consolidated Federal Funds Report shows spending for procurement contracts, salaries and wages, direct payments and loans, grants and insurance. The Federal Aid to States report show federal grants to state and local government.
Consolidated Federal Funds Report: 2010 <http://www.census.gov/prod/2011pubs/cffr-10.pdf> [PDF]
Federal Aid to States for Fiscal Year 2010 <http://www.census.gov/prod/2011pubs/fas-10.pdf> [PDF].
Highlights [PDF]