There's another question about a list of all nonprofits, and this answer is kind of buried in the answers to that one. Also, this question came up today on the NICAR-L mailing list. It's a common question, so it seemed worth documenting here.
From resource.org:
The Internal Revenue Service requires all tax-exempt organizations to file an annual Form 990, “Return of Organization Exempt From Income Tax.” The form details the revenues and expenses, assets and liabilities, and a wealth of information, such as the compensation of executives, any unrelated business income, whether the organization engages in lobbying activities, and the stated accomplishments of the organization.