There is no comprehensive source for historical annual reports online. The following databases all contain different sets of reports. If you can't find the reports you need, ask a business librarian.
If you don't manage to find the report you are looking for in one of the sources above, the Business Library has CD-ROMs and microformats of annual reports as well. They are not stored on site. To request access to any of these sources please email buslib@colorado.edu.
Annual Reports Collection on Microcards
Buck Financial Records Collection. (50s, 60s, and 70s)
A wide variety of corporate annual reports are available on opaque microcards.
Annual Reports Collection on Microfiche
Buck Financial Records Collection. (70s, 80s, and 90s)
A wide variety of corporate annual reports are available on microfiche, covering Colorado public companies and companies on the New York Stock Exchange and the American Stock Exchange.
Compact D/SEC (Compact Disclosure). HG4001 .C67
The Disclosure database contains financial and management information on over 11,000 public companies. Company data is extracted from annual and periodic reports filed with the U.S. Securities and Exchange Commission. Primary focus of the database is financial data extracted from 10-Ks, (or 20-Fs for foreign registrants), 10-Qs, 10-Cs, 8-Ks, proxy statements and initial registration statements for new companies.
Corporate Microfile (1978-1980)
Proxy statements, annual reports, and 10-K reports. Complete copies of financial reports published by more than 5,500 public companies on the New York Stock Exchange and the American Stock Exchange and several thousand Over-the-Counter companies.
United Fruit Company Ornament. By Terence Faircloth. Used under CC BY-NC-ND 2.0.
Some historic reports are very difficult to find. The Library of Congress offers scanning services for a fee. Search their holdings and index here.