The question title says it all. If possible, I'd prefer an answer that includes breakdowns by race, although I'm prepared to accept one that does not.
This report states that so far in 2015 among fatal police shootings:
The vast majority of victims — more than 80 percent — were armed with potentially lethal objects, primarily guns, but also knives, machetes, revving vehicles and, in one case, a nail gun.
Here's a bit more information breaking down how they were armed: Everything above unknown and undetermined was considered armed with a deadly weapon, including being in a vehicle. This leads to a total of 82.3%.
A breakdown by being armed and by race from the same article reveals that:
About half the victims were white, half minority. But the demographics shifted sharply among the unarmed victims, two-thirds of whom were black or Hispanic.
This report is not federal crime data, but police shootings is not something that the US federal government measures, so finding an alternative source or multi year data might be tricky.