A variety of vector (point, line, or polygon) and raster (imagary or grided) GIS data is available for download and use within ArcGIS for Desktop or ArcGIS Online.
While there are vast arrays of GIS data available, they are generally obtained through either 1.) traditional download of a compressed data file or 2.) a "streaming" download where data simply display in a map viewer. The later typically requires a constant Internet connection but the management of the data is miniamal.
Begin exploring and accessing data by visiting Esri GIS Education Community at ArcGIS Online. For other data downloads, see the listing below.
Selected US States