Current interest rates for U.S. Treasury securities (bills, bonds and notes) are available from the Yahoo! Bond Center. Official rates are subsequently published by the Federal Reserve in the Daily and Weekly H. 15 Statistical Releases. You can get historical interest rates for Treasury Securities by looking at older H. 15's posted on the Federal Reserve's Historical Data page.
The results of Treasury securities auctions are posted back to 1997 on Treasury Direct.
More information about Treasury securities is available through Treasury Direct, including the current interest rates for Savings Bonds and the dates for upcoming Treasury auctions of T-bill, bonds and notes. You can buy or reinvest Treasury securities through Treasury Direct.
Note: Despite some mentions in the press, the Treasury Department says there is no such thing as a "30-day Treasury bill." There is a regular 28-day bill, and sometimes a "28-day cash management bill."