• American Presidency Project (Hoover - G.W. Bush) (UC Santa Barbara)
• Annual Messages of the Presidents (Yale Law Library, Avalon Project)
• Compilation of Presidential Documents 1993-present
• Presidential Recordings, Speeches, Oral Histories (Roosevelt, Truman, Eisenhower, Kennedy, Johnson, Nixon; University of Virginia, Miller Center of Public Affairs)
• Public Papers of the Presidents (back to 1991) (Government Printing Office)
• Public Papers of the Presidents (Hoover-Clinton) (University of Michigan)
• Ronald Reagan (University of Texas)
• State of the Union (not a government site; provides full text of all State of the Union addresses; graphs terms used in speeches)
• State of the Union Addresses (C-SPAN)

Can’t find what you are looking for? See also this list of resources for presidential papers.