The State Historical Society has the best collection of city, business, occupational, and other directories of names. The Family History Library has directories of heads of households for some major cities. For example, the Library has directories for:
Milwaukee
1847–60
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FHL fiche 6044124-33
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1861–1935
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FHL film 1377046-60
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Madison
1851–59, 1866–1935 (some gaps)
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FHL fiche 6044081-84
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1923, 1937, 1968
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FHL book 977.584 E4w
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Web Sites
http://www.rootsweb.com/~ilwinneb/wihissoc.htm
www.uscitydirectories.com