To expand your research of private companies, focus on financials first. You can use the financials of a similarly sized public company or ratios from all companies to make estimations for private companies.
Local companies often show up in smaller local resources. Try the following places:
County Business Patterns Survey (free)
This annual survey from the U.S. Census Bureau reports the number of a given type of business in a county by ZIP code and metropolitan and micropolitan statistical area.
Local/Regional Business News
Local publications will have news articles that mention specific companies and events, advertisements, and other related information. Examples in the Panhandle of Florida:
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