If you are looking for actual NWS COOP observations with no estimating and very little quality control done, check out this page.
This page allows you to download observed, sometimes quality controlled, and sometimes estimated once daily reports from various NWS networks including COOP. More detailed documentation exists here and should be consulted before using the data.
Data is also available from the following states:
The purpose is to provide a dataset that does
not have holes in it for temperature and precipitation and is updated up
until yesterday for most sites. Unfortunately, these
values are not on a local calendar day, so please be very careful before
use. Unfortunately, long term observations that are on local calendar
days does not exist for many locations!