SuperDave,
No, there isn't such software. Because there are over 30,000 state and local jurisdictions, all with their own filing requirements, it would be virtually impossible.
However, most public agencies, e.g. taxing authorities, have web sites. You should be able to download most applications from their web sites.
As for accounting software, for a small business, go with Quickbooks. It provides an easy yet professional way to track your revenues and expenses. In addition, you can use it for estimates and invoices and check book register.
Let me know if this works for you.