I've been reading about Bell Labs in the USA and find the idea of private labs to be interesting. What are some other major private labs that have existed in the US that did/do physics research?
The GE research lab in Niskayuna (Schenectady) NY - variously called GE CR&D (corporate research and development) or GRC (global research center) has a long history of innovation - from the early invention of ductile tungsten (first for the light bulb, and then resulting in the Coolidge tube which is still the foundation of virtually all medical X-ray tubes today), through jet engines, magnetrons, laser diodes, superconductivity (for which Ivar Giaever shared the Nobel prize), thin films (for which Langmuir received the Nobel prize), amorphous silicon X-ray detectors, MRI, wind turbines, locomotives, remote sensing, robotics, plastics, ceramics, ...
It is one of the few large private labs that is "still standing".
Other labs included the Xerox Palo Alto Research Center (PARC), Kodak research center, the Philips Natuurkundig Laboratorium (now High Tech Campus Eindhoven - no longer purely for Philips, and not in the US), Siemens (multiple locations - very diverse), and many others.
None of these are "just physics" labs - they usually thrive because they are cross-disciplinary.