Elections data can be fragmentary. Information on returns is collected initially by election commissions in each state, and is typically published on a webstate maintained at the state level. Wikipedia maintains a list of these websites. Typically if you navigate to the state website, you can find .csv or .xlxs data reflecting returns for each election, often down to the county or precinct level. Look for a section of the website called something similar to "Election results and data," (for example, you can visit the Ohio Elections website to see how things are typically organized.)
You may also find some mapping and aggregation tools useful for data visualization and comparison across years. Library tools like Sage Data and Social Explorer provide some functions like this, and many news organization provide similar tools for recent elections. For example, the New York Times has a map with county level data for the 2020 election, and the Daily Kos has a map highlighting the 2020 presidential election winners for each 2022 and 2011-2021 Congressional district.