One of the greatest collections of historical material can be found in the National Archives.
The Archives is actually a number of facilities across the country, rather than being housed in one place. Parts of the collection can be found in various museums, libraries and state archive centers in 18 states (mainly in the eastern United States). The main center of the Archives is in Washington D.C, where you can see exhibits of the Constitution, the Declaration of Independence and the Bill of Rights. You can find all the locations, as well as visiting hours on their web site.
It would probably be easier to list what's not found in the Archives. The diversity of historical documents that are part of the Archives is quite staggering. To narrow it down to a genealogical point of view, you can find the following:
Other types of records housed in the archives that may or may not be of genealogical interest are records involving prisons, the post office, income tax, passport applications, federal employees, and even congressional records. Though these types of records are part of the collection, there is no guarantee that they are complete or comprehensive. For example, the prison records are only for a handful of major penitentiaries and only certain years.
Unfortunately, only a small portion of the collection is directly available via online access. A larger selection is searchable through the records catalog (ARC), so you can find where the documents are. But the documents themselves are not online. There is a process for ordering copies of the records you need, providing you know exactly where the documents are. Unfortunately, there are a number of fees attached to this service to make sure you are positive what you are searching for. The full fee schedule is on their website. You can also buy or rent rolls of microfilm, if that is where your documents are found.
They have a section dedicated to genealogy researchers, and that should be your first stop when you decide to use the National Archives. There are details about the various genealogically relevant holdings (census, military etc.) and how to search the catalogs. Remember, most of what you will find online are indexes not the documents themselves. There is also a list on this page of the records you can find online. Most of the online records are of a military nature.
One thing you will likely find missing at the Archives is vital records. Birth, death, and marriage documentation is not something held at the national level. You will still need to access local sources for vital record information.