Sure. Do the same thing for levels of gov't, looking for directories. Regional/municipal, state, national. By regulatory body, etc.
I tried to convince my local region gov't to put up a directory - offered to pay for it. It didn't go forward, but maybe youre local gov't/town council has a directory of local businesses - or it's worth a call to your mayor to suggest that perhaps they should be promoting local businesses on the web - as a service to both businesses and visitors. And if they complain about not wanting to look biased, tell them to list everyone then. I would expect that a link from a small regional gov't body like that would be worth something decent from an SEO perspective - normally they're backlinks are from state level, and then above that from the federal level - so some nice link pushthrough.