The most comprehensive source of presidential documents is the Weekly Compilation of Presidential Documents. It has been published since 1965 (Lyndon B. Johnson). For pre-1965 papers of presidents, you may find what you need in a variety of publications. Executive orders and proclamations from 1936 forward are published in:
The Weekly Compilation of Presidential Documents is available through the GPO at http://www.gpo.gov/fdsys/browse/collection.action?collectionCode=CPD from 1993 to current
The National Archives and Records Administration maintains an Internet site that has the disposition tables for all Executive Orders from 1937 (Franklin D. Roosevelt) to current at http://www.archives.gov/federal-register/executive-orders/disposition.html
The American Presidency Project is maintained by John Woolley and Gerhard Peters of the University of California, Santa Barbara. Their collection of Executive Orders starts in 1929 with the presidency of Herbert Hoover.
LexisNexis: The "Public Papers of the Presidents" file contains the full text of the Weekly Compilation of Presidential Documents and the annually produced Public Papers of the Presidents (from 1979 to current). Hint: Type "public papers" in the "Find a Source" search box.
Westlaw: The Weekly Compilation of Presidential Documents is available in the WCPD database from 1995 to current. Executive orders since 1936, presidential messages since 2000, and signing statements since 1986 are available in USCCAN.
The White House maintains current and archived presidential news and speeches at https://www.whitehouse.gov/blog.
Hint: If you've looked everywhere, and can't find an Executive Order, put the information into Google Book Search. Google Book Search is scanning some Executive Orders.