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The St. Louis Federal Reserve Bank's FRED is a great source for obtaining economic data. While many county-level variables use a combination of State and County FIPS codes, the naming convention for some of the county-level data does not seem to match any particular convention. So for variables like the county unemployment rates, I have written a program to systemically collect the string FRED has assigned for each county. The program is available for review upon request. 

The files contain variables for County Name, State Name, FIPS codes, and the alphanumeric code FRED uses for the county-level data that does not use some permutation of the State code, State and county FIPS codes.