Here is one done by KPMG:
https://www.doioig.gov/reports/audit/independent-auditors-report-us-department-interiors-financial-statements-fiscal-6
You can find these done agency by agency. Some are completely independent, some are done by GAO. I remember an audit has been attempted on the DOD, but there were so many deficiencies the firm said they could not render an opinion. I think that has happened more than once, actually.
But a comprehensive independent audit of the whole shabang, I'm not sure that's even possible. That would involve hundreds, maybe thousands, of auditors on a year-round basis.