U.S. Energy Information Administration has published the Annual Energy Review (AER) with data for 2014 on their website. Other diagrams, e.g. for coal or natural gas are also available.

This is from March 2015, so data is preliminary. Flows are in quadrillion BTU. Older Sankey diagrams are available (like this one for 2008), so everyone can compare and identify changes over the past years.

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