The prime rate (foreign and domestic), discount rate, federal funds rate, call money rate, CD rates, bankers acceptances rates, Eurodollar rates, LIBOR rates, overnight repurchase rate, Freddie Mac yields, Mae yields, etc., are published daily in the Wall Street Journal; look up the page in Table of Contents for the the Money and Investing section, under "Money Rates."
For a more official source, use the Federal Reserve Statistical Release: Selected Interest Rates (H.15). The H.15s and other Federal Reserve Releases are posted on the Federal Reserve Board's Web site (www.federalreserve.gov/releases/h15/); to get historical rates, click on the "Historical Data" link near the top of the page. Alternatively, search the St. Louis Federal Reserve's FRED, which posts rates in a more convenient format. The Federal Reserve Bank of New York posts the Federal Funds and Discount Rates from 1971 to the present.
You can also get from the Lexis Historical Quote database by SunGard (formerly Tradeline).
Prime Rate: The government has an official "Prime Rate," which is reported on H15s and posted for easy reading on the Bank Prime Loan Rate Changes page posted by the St. Louis Fed's FRED.
The Wall Street Journal compiles a prime rate, "based on a survey of the 10 largest banks in the United States. When at least 7 out of the top 10 banks have changed their Prime, the WSJ will update its published Prime Rate" (from www.wsjprimerate.us). Before December 16, 2008, the Journal rate was the base corporate lending rate available from at least 75% of the 30 largest U.S. banks. The Journal rate is published daily in the Journal and posted back to 1970 by HSH Associates and 1990 on Wikipedia.
On occasion I have been asked to get historical prime rates set by a particular bank. Generally bank rates are 3 points higher than the Fed's, but historical rate information is generally not published for specific banks. Some banks, including JP Morgan Chase and Bank of America, post their current and historical prime rates. Otherwise, you can roughly trace this information by searching old news stories. I've had little success calling the Banks for their historical rates.