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The National Climatic Data Center (NCDC) is the official Federal archive of weather and climate data for the US, and they have data for many other countries as well. One of their most useful tools is their new “Climate at a Glance” web site, which allows you to plot trends in climate variables like temperature, precipitation, and drought indices for any part of the US. The web site includes a link to a map of climate divisions for the US so you can pick your region.
Here is the website address: http://www.ncdc.noaa.gov/cag/time-series/us