All industries go through a financial statement audit if they're a large enough organization to need audited financial statements (aka if they'll need any substantial lending, since lenders require audited financial statements waaaaay before there's any legal requirements to have them for issuers and such). So, retail, hospitality, construction, oil & gas, manufacturing, transportation, service, every industry you can think of gets audited, including the ones you listed (real estate, government, and not-for-profit, though government and not-for-profit have a lot of industries within each of them, too).
I think maybe what you're referring to – or maybe what mhei has answered – is what different types of audits are there. Like am employee benefit plan audit is different than a financial statement audit, and the single audit for organizations that get a lot of government funding is different from either of those, etc. (Oh, and despite the name, it's not the only audit they receive. 🙂 ) If that's really what you're looking for – what types of audits – I don't know a full listing, but that's a different question than what your title is.
If your question really is what industries are audited, the answer is “all industries”. The NAICS codes for industry classification is the best industry listing I know of if you wanted a listing of industries: https://www.census.gov/cgi-bin/sssd/naics/naicsrch?chart=2012 However, I don't think you could choose, for example, to audit just agricultural clients, since a) there's probably not enough of them and b) you don't get to choose to that extent when you first come in. I think what you do get to do as an incoming employee is ask questions during the interview(s) to try to find out what type of audits are done most out of the office you're interviewing with, then if you have 2 offers, you can pick the one that has more of the type of audits that you like. If they ask you your preference, then you can make a choice, but from what I've gathered, most of the “choosing an industry” would be after you've been employed for a couple years, when you've got some seniority and a bit more opportunity to make requests. Though at that point, if you're an expert on XYZ Fishery, they might not move you to ABC Stores, just cause you'd rather do retail than agriculture.
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