Most companies seem to have produced pretty comprehensive catalogs until the practice gradually fizzled out between roughly 1907 and 1909. One of the latest surviving Selig catalogs, from 1907, contains around 50 pages dedicated to the company's films, and can be downloaded from:
http://www.njdigitalhighway.org/search/results.php?q1=selig&rtype[]=&orderby=relevance&key=NJDH&numresults=1&start=1
For the period up to 1909, there's quite a number of bulletins for individual releases, catalogs, and catalog supplements at the New Jersey Digital Highway site, scanned in varying degrees of quality. Searching by company name is the easiest way to find results (you need to use accents where appropriate for entries to show up,
e.g. for Pathé or Méliès) - although it doesn't take too long to browse through all 500 or so entries relating to motion pictures at the site:
http://www.njdigitalhighway.org/search/results.php?key=NJDH&q1=Motion+pictures--Catalogs&q1field=mods%3AsubjectThe French Pathé and Gaumont companies put out annual catalogs in a number of languages between roughly 1904 and 1909, copies of which certainly exist in French and German archives. After that, the company's weekly in-house magazines took over completely in terms of detailing new releases.
There are also some
distributor catalogs available in various libraries; about the latest I've seen is the General Catalog of the Chicago Projecting Co. from 1909, which contains 115 pages on different companies' movies (Edison, Pathé, Star-Film, etc.) that it handled.
But after 1909, there's really very little in the way of catalogs, with 'bulletins' and trade journals really taking over. Even prior to that, catalog entries vary wildly in length and detail --- some movies get a full-page of treatment (as in the 1907 Selig Catalog), while many are dispensed with in a three- or four-line write-up.