Most industries and professions have a trade association - a group that represents businesses in a certain sector. Trade associations often gather and publish industry data, and sometimes make it freely available, like these excellent examples:
Research from the North American Retail Hardware Association.
Research from the National Council of Nonprofits.
Research from the Outdoor Industry Association.
Yelp’s Economic Average (YEA) provides a benchmark of U.S. local economic activity. Quarterly, annual, and special topic reports. Learn more here.