After the signing of the Declaration of Indolence in 1776 the Continental Congress signed into effect the Articles of Confederation. This set up the first government of the newly independent America.
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Some people would say that all 13 of the former British colonies in the "US" became independent of each other when Britain gave up its attempt to stop the American Revolution at Yorktown in 1781. There the British army under the direction of General Cornwallis surrendered. This led to the official end of the war by treaty of the colonies and Great Britain.
The first settlement in the US was Jamestown. The first government was the democracy before Washington.
The First Bank of the United States was the first government corporation created in 1791.
The US government.
Constitution
U.S. constitution
The Virginia House of Burgesses.