Here are a few sources of data about the non-profit:
One primary source is the Economic Census. For 2002, it can be accessed either through a series of PDFs or via American FactFinder. The EC identifies establishments that are "not subject to federal income tax" in several of the service sectors, specifically 54-Professional, Scientific, and Technical Services; 61-Educational Services; 62-Health Care and Social Assistance; 71-Arts, Entertainment, and Recreation; and 81-Other Services (except Public Administration). These reports show the receipts for these establishments at the state, MSA and county level. There is even some place data, but the smaller the geography, the more likely it will be suppressed in order not to reveal confidential information. Also, public schools, colleges and universities, governments, and churches are excluded from the Economic Census. The 2007 data won't be out until late in 2010 and will be available only via American FactFinder.
The NYC Nonprofits Project surveyed nonprofits in the 5 boroughs to estimate their impact in several areas, including the economy. The website is http://www.nycnonprofits.org/, with links to detailed papers and the final report, which came out in 2003.
CGR completed a project in 2006 for Dyson Foundation about the Mid-Hudson Valley. The early comments on methodology will give an idea of how the data were compiled.
CaRDI published a 2007 brief on the topic, specifically for Rockland County.