I would like to convert Longitude/Latitude to census block for the nation. Is there an easy way to do it? If there is public data available, do I have to do it for each state, or I could do for the whole nation in one batch?
census.gov has the data for the United States. I thought they had a file for the whole country but it now looks like it's only individual states. Start here, https://www.census.gov/cgi-bin/geo/shapefiles/index.php
Given the limited information about your tools, I would load the data into PostGIS and intersect your point with the census block polygons. You could also use one of many software libraries and perform the intersect in code using just the shapefiles, without using a database (PostGIS)
If you need more details, just ask.