Data Center: Impact Research for Social Justice - datacenter.org and under reseach tools:
http://www.datacenter.org/research/web_res.htm

corpwatch.org - has research guides (organized by the Data Center) and Hands On Corporate Research Guide
http://corpwatch.radicaldesigns.org/article.php?id=945

United for a Fair Economy - research
http://www.faireconomy.org/research/index.html

AFL-CIO - Research Resources
http://www.aflcio.org/corporateamerica/research/

Costofwar - "War affects everyone, not just those directly involved in the fighting. This webpage is a simple attempt to demonstrate one of the more quantifiable effects of war: the financial burden it places on our tax dollars..."
http://costofwar.com/

Has SIC holdings
http://www.sec.gov/edgar.shtml

Windfalls of War: US Contractors in Iraq and Afghanistan. The findings come from "the three agencies that awarded most of the Iraq and Afghanistan contracts in 2002 and 2003 — the Pentagon, the State Department and the U.S. Agency for International Development." Browse statistics on contractors by country, amount of contract, campaign contributions, and other factors. Includes commentary and analysis. From the Center for Public Integrity.
http://www.publicintegrity.org/wow/