This is a source that has helped me recently, so I thought I'd recommend it to others. If you have a good idea where your people are based on census records or other sources, city directories might help to show if they stayed there between the censuses or fill in the blanks a bit. I've seen ones with addresses, occupations, and names of the spouse of the head of household. I've also seen ones that have wives listed as "widow of (late husband's name)". My husband's grandfather was once listed as away in the US Navy.
Ancestry.com has some directories for various states, although the coverage is sporadic. Footnote.com has some for Connecticut, Maine, Massachusetts, New Hampshire, and Rhode Island. There are some parts of directories transcribed here for Westchester/Putnam County, NY:
http://www.rootsweb.com/~nywestch/dirctry/index.htm I just found one that covers Orange County, NY for 1878-9:
http://www.usgennet.org/usa/ny/county/orange/cp/ This site has directories from a few towns in northern Massachusetts:
http://www.mhl.org/resources/guides/street_directories.htmPolk's Directory seems to be a common title, so try Googling Polk's directory and the town you're looking for and you may get lucky. Other titles I've seen are Richmond's directory and Turner's directory. Some public libraries seem to keep these on hand, so try checking the catalog of the local library where you're looking.
If anyone else has good sources for directories, please share.