This are links to data that I generally find useful or interesting:

Household Debt Service Payments as a Percent of Disposable Personal Income: https://fred.stlouisfed.org/series/TDSP

Household Debt to GDP for United States: https://fred.stlouisfed.org/series/HDTGPDUSQ163N (2005Q1 to Present)

US Personal Savings Rate: https://fred.stlouisfed.org/series/PSAVERT (Jan 1959 to Present)

US Household Debt: https://www.newyorkfed.org/microeconomics/hhdc.html:

Household Financial Obligations as a percent of Disposable Personal Income: https://fred.stlouisfed.org/series/FODSP (1980 - Present)
* Appears lower now than usual. Seems to peak at recessions

Delinquency Rates

Delinquency Rate on Single-Family Residential Mortgages, Booked in Domestic Offices, All Commercial Banks: https://fred.stlouisfed.org/series/DRSFRMACBS (1991 - Present)

Delinquency Rate on Consumer Loans, All Commercial Banks: https://fred.stlouisfed.org/series/DRCLACBS

US Treasury Yield Curve (Flash required): https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/Historic-Yield-Data-Visualization.aspx

US 10 Year Treasury Yield: https://www.bloomberg.com/quote/USGG10YR:IND

Copper and other commodities: http://www.infomine.com/investment/metal-prices/copper/

Currency Cross Rates: http://www.bloomberg.com/markets/currencies/cross-rates/

Percentage of ARM mortgages among all mortgages: http://www.corelogic.com/blog/authors/archana-pradhan/2017/08/is-the-adjustable-rate-mortgage-making-a-come-back.aspx

US Auto Sales:
* WSJ Monthly Statistics: http://www.wsj.com/mdc/public/page/2_3022-autosales.html
* Carsalesbase.com: http://carsalesbase.com/us-car-sales-data/

CPI San Francisco: https://www.bls.gov/regions/west/news-release/consumerpriceindex_sanfrancisco.htm

Housing Starts: Total: New Privately Owned Housing Units Started: https://fred.stlouisfed.org/series/HOUST
* All Housing Starts by Category: https://fred.stlouisfed.org/categories/32302

US Unemployment Rate: https://data.bls.gov/timeseries/LNS14000000

CPI-U, 12-Month Percent Change: https://data.bls.gov/timeseries/CUUR0000SA0?output_view=pct_12mths
* SF CPI-U, 12-Month Percent Change: https://data.bls.gov/timeseries/CUURA422SA0?output_view=pct_12mths

Fatalities at the Job, 12-Month Percent Change: https://data.bls.gov/timeseries/FWU00X00000080N00?output_view=pct_12mths (2011 - Present)

https://www.newyorkfed.org/medialibrary/media/research/capital_markets/Prob_Rec.pdf