I'm not sure if there's just one; I check cpsc.org (or .gov I don't remember) for toy and furniture recalls, carseatdata.org for car safety, consumer reports, and baby bargains book for lots of things.
In addition to the websites below, I believe Baby Bargains has it's own website (and the book is really helpful if you don't already have it). I generally google the product too to see what people have to say about it and safety reports usually come back when I do that.
Re: XP: Safety Ratings