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Government information on the web
Annual Survey of Manufactures
Includes "Statistics for Industry Groups & Industries"
ZIP Code level census data-- an amazing collection of information....
Current Industrial Reports
The Current Industrial Report (CIR) program has been providing monthly, quarterly, and annual measures of industrial activity for many years. The primary objective of the CIR program is to provide timely, accurate data on production and shipments of selected products.
The Economic Census provides detailed information on business activity at the national and local levels. Industry snapshots and ratios are also provided.
Industries at a Glance
From the Bureau of Labor Statistics, this resource displays a 'snapshot' of national data obtained from different BLS surveys and programs. Many programs also produce additional industry detail, including state and regional data. See, e.g., http://www.bls.gov/iag/tgs/iag316.htm
San Diego Regional Economic Indicators
Links to Regional Economic Indicators Project-- terrific data.