In addition to Post Office Reports and the regularly published Government Gazettes, Nigeria (and pre-1914 constituent parts) also submitted annual Colonial Reports.

Niger Coast Colonial Reports
1899,

Lagos Colonial Reports
1899, 1900 and 1901, 1902, 1903, 1904, 1905

Southern Nigeria Colonial Reports
1899-1900, 1900, 1901, 1902, 1903, 1904, 1905, 1906, 1907, 1908, 1909, 1911, 1912, 1913

Northern Nigeria Colonial Reports
Reports for 1901 through to 1913 are bundled together in this .pdf portfolio, which you should be able to open your browser or via Acrobat Reader and view each year report separately.

Nigeria Colonial Reports
1914, 1915, 1916, 1917, 1918, 1919, 1920, 1921, 1922, 1923, 1924, 1925, 1926, 1927, 1928, 1929, 1930, 1931, 1932, 1933, 1934, 1935, 1936, 1937, 1938, 1946, 1947, 1948, 1950, 1951, 1952, 1953, 1954, 1955, 1957

The report for 1946 states that 'The last of the series of Annual Reports on the Social and Economic Progress of the People of Nigeria was written in respect of the year 1938'

Nigeria Handbooks
Second edn (1919), Fourth edn (1922), 1960 edition