Take cues from the literature you already have for possible data sources. Early on, search the following resources, which will either lead you directly to data or will give you vital information about who collects the type of data you need.
A good way to find state agencies (like those listed on this page for Minnesota) is to locate a state-wide information portal (search for "state of ___" on Google) then search or browse for terms like crime, justice, public safety.
States usually have at least one office at the state level that deals with law enforcement and public safety. Listed below are the main offices for the state of Minnesota.
There is not yet a universally recognized way to cite data. It is best to follow the guidelines of the style you are using to the extent that it addresses data. Beyond that, here are some good examples to follow.