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Siblis Research seems to have the historical components available since 1996: http://siblisresearch.com/data/russell-2000-component-changes/

You can try this site, it has historical price data for former S&P 500 companies that have been delisted: http://marketcapitalizations.com/historical-data/stock-prices-delisted-sp500/

You can get monthly close prices of all former S&P 500 companies that have been delisted from here: http://marketcapitalizations.com/historical-data/stock-prices-delisted-sp500/

You can find the historical index weights of the 100 largest S&P 500 components from here: http://marketcapitalizations.com/historical-data/weights-sp-500-companies/

You can check this site, they are listing the S&P 500 components for the past eight years for free. For detailed data, you can buy a detailed list of changes from them starting from the year 1963. http://marketcapitalizations.com/historical-data/historical-components-sp-500/

Historical EPS of S&P 100 companies since 2007 that you can export to Excel: http://marketcapitalizations.com/historical-data/earnings-per-share-eps-sp-100/

Check this: http://marketcapitalizations.com/historical-data/historical-market-caps-jan-1st-for-nasdaq-100-companies/

You can find historical index components for S&P 100/500 and NASDAQ 100 from here: http://marketcapitalizations.com/historical-data/historical-data-categories/indexes/

You can find historical S&P 500 index components for the past eight years from here: http://marketcapitalizations.com/historical-data/historical-components-of-sp-500-index/ You can contact them for a detailed list of all component changes starting from the year 2000.