NatureServe is the umbrella group for the natural heritage inventories of all the states and provinces and a of few other nations.
This site allows you to search by common name or scientific name. The data available includes range, rarity, and prospects for the future.
Lots of insect species are here. Those who are so inclined can also search for trees, wildflowers, vines, shrubs, fishes, salamanders, mammals, and much more. About 60,000 species are here.
A great source.