Most directories have lists of residents with address and occupation, followed by a business directory topically arranged. There are often lists of schools, churches, government agencies, charitable societies, fraternal organizations, etc.
The major online sources are:
Ancestry Library Edition (Most comprehensive)
Most city directories are available online, but some are available only on microfiche or microfilm:
American directories through 1860. 6820 microfiches
Guide: Bibliography of American directories through 1860, by Dorothea N. Spear. Worcester, Mass., American Antiquarian Society, 1961, 389 p.
United States city directories. 1861-1881. HOLLIS Record
United States city directories. 1882-1901. HOLLIS Record
United States city directories. 1902-1935. HOLLIS Record
City directories of the United States. 1936-1960 HOLLIS Record
Harvard only has these directories for Boston (1861-1960), Cambridge (1902-1935) and Columbus, Ohio (1861-1901), all of which are available online.
For cities we don’t have use U.S. City Directories on Microfilm in the [Library of Congress] Microform Reading Room (bottom of page) to specify the reel, then Interlibrary Loan.
For rural districts see Landownership Maps and Atlases. Available via Ancestry Library Edition: choose Card Catalog in the Search menu, then under Filter by collection, hit Maps, Atlases and Gazetteers, then North America.