To search for agencies that deal with sunshine laws and freedom of information in other states, search for "sunshine laws" + the name of the state.
The Freedom of Information Act governs the response of federal executive branch agencies to requests for information. A useful guide to filing FOIA requests is available from the National Security Archive at George Washington University.
There are three general types of government secrecy: national security, bureaucratic, and political. Various laws, such as the Espionage Act and the Privacy Act, govern what kinds of government information may be kept confidential. Additional laws and executive orders govern when information is released (if ever) and enumerate exceptions to release schedules.
Some government agencies post selected declassified or released documents on their web sites (see the FBI), but more typically the released documents simply undergo a status change but remain available only in a reading room at the agency.