Most newspapers report the current, local time for the rising and setting of the sun, moon maybe a few stars and planets. Looking in back issues of the paper can be a quick way to get "historical" data.
Alternatively, the U.S. Naval Observatory sponsors a Web site that lets you look up the time of sunrise, sunset, moonrise, moonset, etc. on any date in the past. You can also look up the phases of the moon, the position of the sun/moon/stars/planets, the time of year for the seasons, etc. (http://aa.usno.navy.mil/). Also for free and apparently accurate if but less official, try the Sunrise/Sunset Calculator (www.cmpsolv.com/los/sunset.html).
For an even more official source, and a small fee, the "Edited Local Climatalogical Report" in the "Surface Data" section of The National Climactic Data Center (NCDC) Web site provides certified times for sunrise and sunset back to 1997 (http://lwf.ncdc.noaa.gov/oa/ncdc.html).
You can get a map of the sun, moon, planets and constellations as viewed from a particular location at a particular time from Weather Underground (www.wunderground.com/sky/index.asp). As of July 1999, you could have the map drawn for any date in the current, proceeding or following year. Click on a particularl celestial body and you get the relevant related data (rising, setting, etc.).