This is a commercial site which charges a fee for obtaining directory information. I have only listed it here because it is useful for identifying repositories that have historical city directories. Some of the repositories have digitized collections that are freely available on the web.
A collection of research materials for tracing family history and American culture. Includes full-text documents from more than 25,000 works of local and family histories, as well as the full-text documents and indexes from the U.S. Federal Census, 1790-1930, city directories, and more. For City Directories go to Search > Books > City Directories.