We consider the task of data-to-text generation, which aims to create textual output from non-linguistic input. We focus on generating long-form text, that is, documents with multiple paragraphs, and propose a neural model enhanced with a planning component responsible for organizing high-level information in a coherent and meaningful way. We infer latent plans sequentially with a structured variational model, while interleaving the steps of planning and generation. Text is generated by conditioning on previous variational decisions and previously generated text. Experiments on two data-to-text benchmarks ( RotoWire and MLB) show that our model outperforms strong baselines and is sample-efficient in the face of limited training data (e.g., a few hundred instances).