Municipal datasets?

I'm looking for some data to create lookup tables with. Specifically, all the counties in each state in the US, and all the cities in each county.

Where might I find municipal datasets like this?

EDIT: I'm looking at census.gov and this appears like it may be the ticket.

From stackoverflow

• http://www.census.gov/statab/www/ccdb.html

  Look in the "Selected features..." section where there are numerous Excel and PDF downloads

• I have used Zip Code Download in the past for such a database. I'd recommend the Commercial version since you are looking for the cities and counties.