On http://usaspending.gov/, you can search for company names to see contracts, grants, loans, and other types of funding provided to the business from the government.

Similar information is also available from the Federal Procurement Data System.

For what it's worth, I looked at company financial information in some of the major subscription databases for this type of information (Mergent Online, Data Monitor, and Standard & Poor's), but they didn't have anything about government funding.