The Centers for Disease Control is already listed in the Government-US links, but here are a couple of useful sites within the CDC:

National Center for Health Statistics

And this site can be found within the NCHS site, as part of the National Vital Statistics System: Birth Data.

To nest this even further, the following report can be found within the Birth Data page: Born a Bit Too Early: Recent Trends in Preterm Births.

Matryoskya dolls, anyone?