There are five leading companies that rate the financial soundness of insurance companies. The rating companies are: A.M. Best; Standard & Poor's; and Fitch (formerly Duff & Phelps); Weiss; and Moody's.
A.M. Best ratings are published in Best's Insurance Reports, which also provides considerable additional information about the company. There are separate editions for Life-Health, Property-Casualty and International companies. Alternatively you can get individual Best ratings (or company reports or news articles) through the A.M. Best web site or through Lexis (COMPNY;AMBEST). For historical data or special orders, contact the Best's Custom Data Services (908-439-2200 ext. 5383).
I believe that Standard & Poor's ratings are published in the Insurer Solvency Review (there's a Life/Health edition and a Property/Casualty edition) and/or Standard & Poor's Insurance Rating Analysis. However, I have always gotten S&P ratings from Insure.com. Alternatively, you can call Standard & Poor's (212-205-1527), and they will give up to 5 free ratings over the telephone (they only charge if they send information).
Fitch ratings are available through FitchRatings.com.
Weiss ratings are available through TheStreet.com and WeissRatings.com.
Moody's ratings are available through the Moodys.com.
Historical Ratings: You can get historical ratings by looking in old editions of the publications mentioned above. In addition, I believe that ratings by Duff & Phelps (the predecessor to Fitch Ratings) were published in their Insurance Claims Paying Ability Rating Guide. NYPL Premium Services (800-456-6975) can send you copies from old Best's volumes, except for a few missing years. You can also check the Insurance section of old editions of the Mergent (formerly "Moody's") "Bank and Finance" series.