In the USA private companies are not required by law to release any information to the public so researching them can be very difficult. If the company was a startup try using Pitchbook.
| Fame | UK - Includes all UK registered companies. Note that small companies have different filing requirements. | 
| Orbis | Europe - Our coverage is for companies with an operating revenue >= $13 million US (10 million EUR) or over 150 employees. | 
| Capital IQ | Global - Covers some private companies, particularly good at Private Equity backed companies. | 
| Factiva | Global - use the Companies and Markets tab > Company to see if there are any figures for a private company. | 
| ProQuest | Global - search for the company by name and use the side bar to limit by date and to publication titles to private company research reports. | 
| Pitchbook Go to single sign on | Global - a database for PE/VC - and is useful to find VC funded (private) companies. Minimal downloading is available so you must do your analysis in the product. | 
Forbes provides a list of America's largest private companies.
The Library of Congress advises on sources of data and the issues when researching US companies.
Public Disclosure Requirements for Private Companies: U.S. vs. Europe.