It is easier to find information about public companies (those that sell stock to shareholders) than about private companies (those that are privately owned by an individual or a group). Public companies in the United States are required by law to file documents with the Securities and Exchange Commission (SEC). These include the 10K (annual)and 10Q (quarterly) reports. In addition, public companies issue an annual report to shareholders.
Information on private companies can be sparse. Private companies are not required to file any financial data in the U.S., with the exception of registration data filed with the Secretary of State, in the state where they are registered. Databases like Mergent Intellect and NetAdvantage (S&P) have some basic data on U.S. private companies. Often 'local press' have more stories on a locally based company than national newspapers (e.g. Orlando Sentinel versus Wall Street Journal).
To better understand what kind of information may (or may not) be available, consider the sources. Who, why, when, and how produced the information should play a role in evaluating reliability and validity of sources. Multiple free and subscription resources are available:
You can build a list of companies based on specific criteria such as industry, geographic location, number of employees, and annual revenue. Watch this "Build a File" video to learn how to compile a list of companies.