The main public source for financial statements is the Securities and Exchange Commission's database EDGAR (see link below).
For public companies, you can also find their 10-K or annual statement (referred to as the "glossy," which includes a letter to shareholders followed by the 10-K) on their shareholder or investor relations website. A simple search (in Google, Bing, DuckDuckGo, etc.) for "[the company's name] investor relations" (e.g., Southwest Airlines investor relations) should result in the right site. From there, look for mention of filings, financial statements, annual statements, or company reports. At a minimum they should provide the "glossy", but some will provide all SEC filings. Examples: Southwest Airlines, Apple, and Sprouts Farmers Market
All companies, foreign and domestic, are required to file registration statements, periodic reports, and other forms electronically through EDGAR. Anyone can access and download this information for free. On the left side of the page, select Company Filings Search.
If you're looking for information in the financial filings, it can be useful to select the link for SEC Forms List (PDF versions) and look at the form descriptions.
You may be prompted to login with your UA NetID to enter these sites. Follow the instructions below each database link to find financial statements.
For public and private companies globally. Search for a company by name (not ticker symbol). From there, use the left-side navigation menu to go to Financials for quick tables (like cash flow), or Original Documents for the full SEC filings. Keep in mind that private company financial information may be very limited. Note: Does not work with Safari. Use an alternate browser.