The US Courts website has links to all of the websites of the courts of appeal, federal district courts and bankruptcy courts. There are links to the local rules on these websites.
The local rules for the federal district courts are also available on Lexis-Nexis. Usually, they are bundled together with the state rules of civil procedure. Thus if you are searching for the local rules for the federal courts in Maryland, search for Maryland court rules. (Log-in required.)
Civil Practice in the Southern District of New York is available in electronic format on Westlaw as well as in the print version described in the left column. Password and log-in required.
United States Bankruptcy Courts
The bankruptcy courts follow the Federal Rules of Bankruptcy Procedure.
United States Tax Court
The US Tax Court doesn't use the federal rules of civil procedure. It has its own US Tax Court Rules.
United States Court of Federal Claims
This court also also has its own rules.