Depends what you're looking for. Industry information is covered by the NAICS.
http://www.census.gov/eos/www/naics/
Since that's put out by the govt, it should be recognized as accurate by anyone you're working with.
If it's a smaller industry or industry subset, I'd recommend doing a Fermi estimate of the industry size: https://secure.wikimedia.org/wikipedia/en/wiki/Fermi_problem
You can also do this by looking at a company in the market and estimate up from there. You can often find press releases from companies that say things like 'we've captured 35% of x market'- then if you compare that to their sales you can quickly figure out the size of the market. Alternatively, add up the sales of the biggest companies in the market and assume that they account for a set % of the total, and figure it out that way.
