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Publicly traded companies must file their financial reports with the SEC. These reports include the commonly requested 10K and 10Q, but there are additional reports that may be filed.
Publicly traded companies post their annual reports to their web sites - look for links like "Investor Relations" to locate these and other reports for investors.
Private companies are not required to disclose their financial statements, although some may choose to do so. Financial information will be limited or unavailable for private companies.
In addition to searching for financial information, try searching local newspaper articles to help with your company analysis.