Go here:
http://data.bls.gov/cgi-bin/surveymost?bls
Click in the check box that says "Unemployment Rate (Seasonally Adjusted) - LNS14000000."
Scroll down and click the "Retrieve data" button.
When the statistics page comes up, click in the check box that says "include graphs," then click the blue "GO" button.
You will now have a nice graph of unemployment numbers for the last 10 years.
Now click the drop down menu next to "From" and change the year to 1964, then click the blue "GO" button. Now you'll be able to see the unemployment numbers for the last 40 years. And you'll be able to see how unemployment goes in cycles, just like almost any other statistic you can think of.