This article lists some sources of historical data. Yahoo has a fair amount of data, both for individual issues and for indexes. There is now a free source for historical stock information on the Internet. The code for zip and unzip is available from this ftp site.
Historical quotes are available for about a nickle each.
Dow Jones News Retrieval Has Stock, bond, mutual, index quotes and news articles on companies, and misc. Gives today's closing quotes. The database contains all major market historical data since January 1, 1993.