Department of Homeland Security 

United States Citizenship and Immigration Service (USCIS)
Check the status of your case with USCIS if you have a receipt number
USCIS processing times

U.S. Department of State (DOS)

Check the status of your case with DOS if you have an immigrant visa case number
Check the the DOS visa bulletin to check the priority dates of your immigrant visa
List of U.S. Consulates abroad
Information about the Diversity Visa Program (visa lottery)

U.S. Department of Labor (DOL)

Check the processing times of your PERM case