Smaller than block groups would surely be blocks, then.
I would assume you have looked at the Census? Data is available in shapefiles but also in csv files. I would especially recommend looking at the latter, as sometimes it contains more data.
Esri also provides TIGER data that has been formatted already; using that data might have benefits over using the Census' shapefiles, as some issues have been fixed. But I do not think they are readily vailable for the lat Census yet.
I can also recommend the American Community Survey, which often provides information that is much more detailed than the typical Census data. It is also gathered at irregular intervals, so you might be lucky if your area has just been covered. I am pretty sure I have found income data for the 2000 Census there in the past.
Also, I have not used City Data data yet, but maybe it is worth a shot!
PS: What is your study area, or which cities are you looking for?