These online sources focus on U.S. public corporation information, but have industry ratios as well:
Mergent Online - at the main company, select the "Competitors" tab
Standard & Poor's NetAdvantage - select "Industries" tab, then "Comparative Company Analysis"
Value Line (includes a few ratios on the 1-page industry overview)
The following sources are offsite, Library Services Center - Reference. They include ratios for most SIC/NAICS codes, and for large and small companies (companies are not listed):
Almanac of Business & Industrial Financial Ratios - offsite, Library Services Center - REFERENCE HF5681.R25 A45) - library has from 1984-2012, and, by a previous author, at HF5681.R25 T68 (also offsite), the editions for 1972, 1978-80, 1982-83.
Industry Norms & Key Business Ratios (print equivalent of online access noted above) - offsite, Library Services Center - REFERENCE HF5681.R25 I515x - library has from 1982-2011 (some gaps)
RMA Annual Statement Studies - offsite, Library Services Center - REFERENCE HF5681.B2 R6 - library has from 1981-2005 (some gaps)