The Federal Government of the United States has collected and published an increasing volume of statistics from the founding of the republic, but its contributions to statistical theory and method did not really begin until 1933. Before then, the bulk of Federal statistics was done by tabulation and compilation, and methods were largely intuitive. The Roosevelt New Deal and the Committee on Government Statistics and Information Services (COGSIS) made probability sampling and statistical analysis a significant part of Government planning and operations. By early in World War II, Federal statisticians had become leaders rather than just followers in statistical theory and methods. This article provides a summary of how this happened and especially of the subsequent development of survey sampling from finite populations. Attention is then turned to the development of statistical analysis in the Federal Government, a more diverse subject, which is both related to probability sampling in significant ways and very interesting because it is probably still in an early stage of development. This paper also provides commentary on some recent developments in the Federal statistical system in general during the period 1977 to 1992.