Anyone interested in energy should get this. It is an invaluable resource. 2010 is the latest edition, just published in October 2011
http://www.eia.gov/totalenergy/data/annual/pdf/aer.pdf I printed out a previous version. This one has a lot of new data such as U.S. Government energy consumption. This has tables with historical data going back to the 1940s. - Jed
