When the President makes a statement upon signing a bill into law, it is printed in the Public Papers of the Presidents and the Weekly (now Daily) Compilation of Presidential Documents.
Proquest Legislative Insight: 1929 - forward (in progress) for legislation that became law.
Lexis: 1979 - date
U.S. GPO: 1992 - date
Other useful sites for statements by the President include the White House website, the National Archives and the American Presidency Project. For commentary on the legality and use of signing statements please see here.