Thanks to Miriam Robbins Midkiff for this great website. She is attempting to produce one list that contains all of the city directories that you can find online...she admits it is a work in progress. But what a work it is.
She states "My goal is to have a complete listing for historical alumni, business, city, county, farm, Masonic, rural, social, and other types of directories for the United States and Canada, and then go on to add directories for other countries."
From the home page you can click on your country of interest (I chose the US). Then you bore down through state and county, until finally you end up with an image of the page you want. Granted, there are lots of blank spots in this database, but when you get a hit it is pure gold.
Check it out at http://sites.google.com/site/onlinedirectorysite/