Several academic libraries hold large collections of printed annual reports. Purdue University hosts a database for searching these collections. In most cases you must visit the holding library to access the reports.
Access the database here
The Lippincott Library at the University of Pennsylvania has digitized a small number of historical annual reports and made them available online. The collection is small but could be of interest for researchers.
Financial information for most publicly traded companies can be found in Moody's Manuals (later called Mergent Manuals). The Library has these on microfiche and online in Mergent Archives.