The most comprehensive source of presidential documents is the Weekly Compilation of Presidential Documents. It has been published since 1965 (Lyndon B. Johnson). For pre-1965 papers of presidents, you may find what you need in a variety of publications. See below. Sources of Executive Orders and Proclamations, 1936-
The Federal Register (KF70 .A2, 4th Floor Stacks) Library for the years 1936-2012.
Also available on HeinOnline's Federal Register Library from 1936 through the current year.
Title 3 of the Code of Federal Regulations (KF70 .A32,4th Floor Stacks), 1936-current year.
Also available on HeinOnline's U.S. Presidential Library
United States Code Congressional and Administrative News (USCCAN) (KF48 - 4th Floor Stacks)
Includes Executive Messages and Orders
The Weekly Compilation of Presidential Documents,1965 to current (KF70.A5 W4, 4th Floor Stacks).
Also available on HeinOnline U.S. Presidential Library (1965-2009) and HeinOnline Federal Register Library (1965-2009) and
ProQuest Central (1992-current)
govinfo
Includes presidential documents from 1992 to present. Replaced FDsys in 2018.
National Archives and Records Administration
The National Archives maintains a website with Executive Orders Disposition Tables, 1937 (Franklin D. Roosevelt) to current.
The American Presidency Project is maintained by John Woolley and Gerhard Peters of the University of California, Santa Barbara. Their collection of Executive Orders starts in 1826 with the presidency of John Quincy Adams.
Lexis
The "Public Papers of the Presidents" file contains the full text of the Weekly Compilation of Presidential Documents and the annually produced Public Papers of the Presidents (from 1979 to current).
Searching Hint: Type "public papers" in the "Find a Source" search box.
Westlaw
The Weekly Compilation of Presidential Documents is available in the WCPD database from 2000 to current. Executive orders since 1936, presidential messages since 2000, and signing statements since 1986 are available in USCCAN.
The White House Briefing Room maintains current and archived presidential news and speeches.
Searching Hint: Google Book Search
If you've looked everywhere, and can't find an Executive Order, put the information into Google Book Search. Google Book Search is scanning some Executive Orders.