There are five good places to search for this type of data (I have only placed some of the many resources I've come across here). The first is to turn to the Internet document that specializes in it, the misc.invest FAQ (i.e. the Frequently Asked Questions (and answers) of the Usenet newsgroup misc.invest). Besides detailing the many ways you can obtain financial data on the Internet, it also covers many topics of interest to investors.
Another excellent starting point is the Kiwi Club Web Server. It contains links to just about every imaginable financial resource on the Internet.
FINWeb also is an excellent starting point for those looking for financial data and information.
The Financial Data Finder at Ohio State provides a very extensive list of financial data sources, both on and off the Internet.
Finally, the Wall Street Research Net also provides a larger number of links that will be of interest to investors.