We're veering way off-topic here, but since unemployment is probably on people's minds lately--

The Bureau of Labor Statistics explains how they estimate the monthly unemployment figures here.

The people out of work, who have run out of unemployment benefits, but are still looking are considered "unemployed" and although not directly tallied like the figures directly from the unemployment benefits rolls, their numbers are estimated monthly through the Current Population Survey (CPS).

Edit: The Labor Department does report just the tally from the unemployment rolls, too. Usually it's called something like "jobless claims". But that number is a subset of the total unemployment figure that the BLS calculates monthly, but the jobless claims number is quicker to tabulate and release to the public so that's usually the number we hear in the news.