It's in the book: Directories on Findmypast

There's a delight to finding an ancestor's name in a publication which was meant to be openly accessible, as opposed to an official record. Directories, just added by Findmypast, along with newspapers are the major sources for the family historian.

The 122 volumes in this collection, sourced from Anguline Research Archives, Gould Genealogy, Yorkshire Ancestors and Eneclann cover a lot of territory. They includes trade directories, county guides, almanacs and general directories ranging in date from 1772 to 1939.

Yorkshire, has the best coverage, over 50 volumes spanning a |Sheffield directory from 1787 to  a 1937 Kelly's Directory for the North & East Ridings. The adjacent counties are also included whereas southern English counties is scant, Cornwall, Devon, Somerset, Sussex, and Middlesex. (there are two London Post Office Directories). Wales is lacking, there are just three for Scotland.

Even if your county of interest is missing you may be some coverage for national and specialist directories. Examples are:

Colonial Office List for 1863 and 1870,
Debrett's Peerage, Baronetage, Knightage & Companionage, 1923,
Dod's Peerage, Baronetage & Knightage of Great Britain & Ireland, 1902,
National Telephone Co's Directory, Northern Section, 1904
Newspaper Press Directory 1913 and 1927
The Cotton Year Book, 1920
Thom's Official Directory of Great Britain & Ireland 1894
Thom's Official Directory of Great Britain & Ireland 1914
United Kingdom, Europe & Australasia, Crane's Directory & Buyer's Guide, 1899-1900

Don't overlook the collection of directories online from the University of Leicester.

For Canada there are digitized directories from Library and Archives Canada, the Internet Archive (texts) and from Archive CD Books Canada on Findmypast.