Can anyone point me to a listing of historical Dow, NASDAQ 100, and maybe even S&P 500 members?
http://en.wikipedia.org/wiki/NASDAQ-100 (scroll down)
Tricky. From what I can find, you need to be in Harvard Business School, a member of CRSP, or have access to Bloomberg's databases. S&P did have the info available years ago, but no longer that I can find.