Well, I'm not sure if you could get historical financial highlights from any place rather than SEC itself...
If you want to find historical annual reports per company, please use the following link (remember to substitute "microsoft" with your desired company name):
http://www.sec.gov/cgi-bin/srch-edgar?text=microsoft+10-K&first=2003&last=2013
But if you want to download the last available key statistics, there are many webpages where you can download it. For instance, try to import key statistics directly from Yahoo! Finance using:
Import["http://finance.yahoo.com/q/ks?s=MSFT+Key+Statistics","Data"][[2, 1]][[1, 7]]//TableForm
EDITED
I've done a little research. Please try to use this code:
FordRev=WolframAlpha[#,{{"IQuarterlyValuesTable:Revenue:FinancialData", 1},"ComputableData"}][[5,2]]&/@(StringJoin["ford revenue ",ToString[#]]&/@(2002+Range[10]))
Now see the revenue plot:
ListLinePlot[FordRev]

You can also use:
BarChart[FordRev, ChartLabels -> {2002 + Range[10]}]

For the historical net income use:
FordNet =
WolframAlpha[#, {{"IQuarterlyValuesTable:NetIncome:FinancialData",1},"ComputableData"}][[5,2]] & /@(StringJoin["ford net income ",ToString[#]]&/@(2002+Range[10]))
Now you can see the barchart:
BarChart[FordNet, ChartLabels -> {2002 + Range[10]}]

EDITED
You can also "generalize" the code. Try to use:
Rev[x_]:=WolframAlpha[#,{{"IQuarterlyValuesTable:Revenue:FinancialData",1},"ComputableData"}][[5,2]]&/@(StringJoin[ToString[x], " revenue ",ToString[#]]&/@(2002+Range[10]))
Now you compare multiple companies:
ListLinePlot[{Rev[microsoft],Rev[oracle],Rev[GE]}]
The chart:
