Social media play an increasingly important role in political communication. Various studies investigated how individuals adopt social media for political discussion, to share their views about politics and policy, or to mobilize and protest against social issues. Yet, little attention has been devoted to the main actors of political discussions: the politicians. In this paper, we explore the topics of discussion of U.S. President Obama and the 50 U.S. State Governors using Twitter data and agenda-setting theory as a tool to describe the patterns of daily political discussion, uncovering the main topics of attention and interest of these actors. We examine over one hundred thousand tweets produced by these politicians and identify seven macro-topics of conversation, finding that Twitter represents a particularly appealing vehicle of conversation for American opposition politicians. We highlight the main motifs of political conversation of the two parties, discovering that Republican and Democrat Governors are more or less similarly active on Twitter but exhibit different styles of communication. Finally, by reconstructing the networks of occurrences of Governors' hashtags and keywords related to political issues, we observe that Republicans form a tight core, with a stronger shared agenda on many issues of discussion.