Information on private companies in the U.S. is hard to come by, particularly financial information, and many sources that provide revenue data are unreliable for particular companies.  Data sources should be cross-checked.

• Limited information about some private and/or small companies may be found in Orbis, Capital IQ, FactSet, and Lexis/Nexis.  Most of these are aggregators of company data. Original sources include Dun & Bradstreet, Global Data and InfoGroup.
   
• UK private company financials can be pulled at Companies House
   
• News aggregator Factiva is useful to uncover articles on small/private companies.

• While private companies are not generally required to file through the SEC, if they borrow money from the public or raise money from venture funds they generally have to file a Form D with the SEC.  These filings can be searched in the Edgar System, for example type=D and state=nh will retrieve Form D filings in the state of New Hampshire.

• Many private companies, including those not traded on major exchanges, file statements with their state regulators. The North American Securities Administrators Association has a list.

Additional sources:

• Dun & Bradstreet Million Dollar Directory Covering 1966-1996, provides directory information and financial data for public and private companies.
• Ward's directories A collection of public and private company directories that often include financial data. Coverage begins in 1960 with Leading U.S. Corporations.