The County Business Patterns series, published annually since 1964, provides sub-national economic data by industry: Number of establishments, number of employees, payroll (1st quarter and annual), and number of establishments by size class for states, zip codes, counties or metropolitan areas..  These data are available on CD-ROM in the library, can be downloaded from ICPSR, or can be accessed from the following sites:

• Current data
  • Online tables (1998-2009)
  • Comma delimited file downloads (1986-2009)
• Historical data 
  • National, state, and county (1977-2001)
  • PDF report format (1993-2004)
  • Yearly comma delimited file downloads (1986-2009)

"The Economic Census (http://www.census.gov/econ/census07/) is a full-count survey of establishments (individual business units at a single location) every five years. Key data collected include sales, employment, and payroll for establishments by detailed industry.

All economic Census datasets by geography

• Metro areas
• Zip codes
• Compare all geographies

Other Census data are available for download from the Census Factfinder or IPUMS, such as

• Per capita income
• Labor force
• Median household income
• Families below poverty level

Bureau of Labor Statistics (BLS) collects data at small geographies such as inflation, prices, consumer spending, employment and unemployment, pay and benefits, and workplace injuries.

• Wage Data by MSA
• Data availability by geography

Especially when seeking historical data, it can help to use guides to data in book form for tips. A librarian can help with this.