Are there databases that track corporate bond interest rates and rates of return? How do I get access to them?
The "authorities" on bonds are Moody's and Standard & Poor's. They both have publications on this matter, some paid, and some free. And many of the "paid" publications (including online databases) can be found in most libraries.
I am going to answer my own question. First of all, if your broker trades bonds, then you can find their historical rates there. Next, if you don't have a broker that trades bonds go to FINRA's bond center at http://cxa.marketwatch.com/finra/BondCenter/