Yes. The US federal government has voluntarily relinquished their sovereign immunity and they can and often do get sued for copyright violations. Of course, given that the NSA/CIA have the luxury of classification, the resulting lawsuit will be even more complicated than a normal copyright lawsuit (which is already one of the most expensive and frustrating parts of law to litigate).

States are where you need to worry. Occasionally a state decides to pass a law[0] saying they can't be sued for certain copyright violations. Because of how the US constitution is set up, states (and nothing smaller than them) are allowed to just say they can't be sued, which lets them crime with impunity.

[0] https://www.npr.org/2020/03/24/820381016/in-blackbeard-pirat...