It looks like there are a number of shapefiles (extension: .shp) that can be downloaded from the US Census Bureau: TIGER/Line® Shapefiles. You would need to check if what you need is included. Some states also make this data available (Example: MassGIS Data: Municipalities | Mass.gov) so if you don’t find what you need from the Census Bureau it might be worth checking what your state offers.
There’s a great post from @zbrown4 which also goes into some detail on how to create boundaries in OSM here.
Good luck! 