For publications which were issued monthly, there was a list published in the first printing of the new year (January) covering the previous year's topics. There were also summary index sets, covering publications to the date of issue. Since older publications sometimes did not get reprinted and were dropped out of the index, the most useful issues were the ones printed in the years when there were major changes in the product lines, as they have the least confusion between different model series.
A lot of people did not save the index printings each year, just keeping the most recent issue and tossing the old one in the trash. Consequently the indexes are rather rare, and in the instances where they show up on eBay, they are "fight to the death" items.
I am not aware of anyone yet having tried the massive task of cataloging and making a master index for all the various EMD service publications that were issued over the years. Such a list would be of major importance to researchers. Indexes published by EMD in recent years are partial and only show a very small portion of the total topics. Most of the items listed are those printed since the introduction of the Dash-2 series locomotives.
As noted in another posting, the current indexes and publications are distributed by Rail Systems Inc. (RSI).