Typically companies like to keep all this info close to the chest,
but there are a variety of sources that give hints
the
GW vs Chapterhouse legal case has a bunch of documents that are worth looking at, one example is mentioned in the article below
http://www.belloflostsouls.net/2012/09/legalwatch-games-workshop-vs-chs-finance-tidbits.html
any publicly traded company will also have to produce an annual report for shareholders which should give info on general profit/costs/etc, especially if you follow them from year to year
keynote speeches from companies at (their) conventions can also be data mined for things like % growth and similar, you won't get real numbers but trends and how they are doing compared to the industry standard (as they see it) can be found
ICV2 releases data on the best selling games etc from their reporting partners, mainly (totally?) USA centric, but gain useful to observe trends across the years (eg decline of warhammer fantasy from the number 2 to not even being in the top 5)
on a much more local level you can sue the net/phone books to figure out how many game stores (or stores selling games)are in an area, similarly gaming clubs etc, look at demographics (councils etc will have this) to see the size and age of the population (too old and they won't in general game, too young they won't be interested or have the money)