Check out this page: ADVFN Financial Data Scraper. You can download a spreadsheet with built-in macro that scrapes up 22 years of financial earnings data for any publically traded company that ADVFN posts historic data for. Just keep in mind that it's not an quick process, for the 3000 odd companies pre-listed in the spreadsheet, the macro will need to run for a couple of days (obviously you can download less if you like though). But, you'll end up with over 8 million data values and you'll have them saved locally in a spreadsheet for quick and easy analysis.
ADVFN posts up to 307 rows of data per company per year and this spreadsheet can capture them all, yielding a very comprehensive data base of historical financial data.
