Here's a good list of US made bikes and components:
http://joecruz.wordpress.com/usa-made-cycling-gear/
But RBurrelli is right, I doubt it's possible to even build a completely US made bike and even coming close will be very expensive. It's frustrating that there isn't more of this type of stuff made in the US anymore, but I think you have to be clear with yourself about what's important to you. Just because something is made in the US doesn't mean it is high quality. The asian manufacturers actually have very high quality for the cost. If you buy a $80 bike, it's not a surprise it's junk, but that's not <i>because</i> it was made in asia.
If quality is your main concern, look at reputation for quality, I wouldn't worry too much about country of origin. If supporting US industry is your main concern, buy from a local shop and not a big discount internet seller. Buy a bike from a US company that at least does their design, advertising, and distribution in the US. Buy accessories that are made in the US by craft builders instead of mass produced stuff, etc. Buying a bike that works for you, riding it, shopping locally, etc. will do more for your local economy than fixating on whether any particular part of your bike is US made. I think it's important to pay attention to this stuff, but there are limits to what is possible and what makes sense in the long run.
I'm a fan of Linus bikes, but not sure what type, price range, etc. you're looking for.
EDIT - you might also think about buying a used/vintage bike. Then all your money "stays local" and what you save on the price of the bike can be spent on upgrading/replacing parts with things that suit your criteria. But again, it depends on what you want and are interested to get involved with work wise.
http://lovelybike.blogspot.com/ covers a lot of local smaller manufacturers of bikes and bike stuff, though you'll have to poke through more to find the reviews.