This resource poll is a little dated (2005), but I believe it is still relevant & is from Barry Schwartz's Search Engine Roundtable, which is considered a credible source in the search industry- https://www.seroundtable.com/archives/002785.html.
Pulled directly from the SE Roundtable article, and in no order the most competitive industries for SEO are-
- Real Estate
- Mortgages
- Travel
- Web Site Design & Hosting
- Insurance
- Gifts & Gift Baskets
- Travel
- Pharma
- Porn & Sex Toys
- Any Popular Affiliate-Driven Industry In General
If I were to add one, I would say Home Remodeling/Construction has become fairly competitive in local SEO. Using Moz's Keyword Explorer can give more insight on this if you type in an industry term and then look at the difficulty score.