Are you new to looking at company filings?
Are you just starting to become familiar with the term "balance sheet"? If yes, you might want to read Merrill Lynch's excellent "Understanding Financial Reports"
If the company is private, little or no specific financial information beyond sales figures may be available about the company. Try to find articles via Factiva or LexisNexis. Both contain thousands of full-text newspapers and business periodicals; you may be able to locate articles which quote company officials discussing the firm's finances.
Also, consider using ratio books. They will allow you to create your financials using industry averages. Several Cornell libraries have the print copies of these recommended books: