See the U.S. Census Bureau's Business Dynamics Statistics.

Use the U.S. Census Bureau's County Business Patterns (CBP). County Business Patterns (CBP) is an annual series that provides subnational economic data by industry. This series includes the number of establishments, employment during the week of March 12, first quarter payroll, and annual payroll.

Statistics of U.S. Businesses, from the U.S. Census Bureau, provides number of establishments, employment size, and employment change, by NAICS industry sector.   Our subscription to IBISWorld includes business establishment and employment size in the industry reports.