Consumer Price Index for All Urban Consumers (CPI-U) from U.S. Department Of Labor Bureau of Labor Statistics. This is a monthly time series from January 1913. Values are U.S. city averages for all items and 1982-84=100. Note that there are many price indices and this is only one of them (albeit the most standard and with the longest set of data).
Data is sourced from ftp://ftp.bls.gov/pub/special.requests/cpi/cpiai.txt and normalized into a CSV.