I recommend the Serials and Periodicals bibliography compiled by art librarian William J. Dane in Volume Three of Karpel, The Arts in America: A Bibliography (Smithsonian Institution Press, 1979). Though not an index, it provides very good summaries of nineteenth (and twentieth) century American art periodicals, including some rather obscure ones.
For European art periodicals, one should consult The Art Press: Two Centuries of Art Magazines, edited by Trevor Fawcett & Clive Phillpot, published for the Art Libraries Society (of the UK) by the Art Book Company, London, in 1976. This includes three relevant essays: "Nineteenth Century Periodicals" (actually eighteenth century as well) by Anthony Burton; "Scholarly Journals" (including discussion of nineteenth century periodicals) by Trevor Fawcett; and "The Fin de Siecle" by Hans Brill, covering the 1890s. All three articles focus primarily on British and European publications. Trevor Fawcett's other essay, "Illustration and Design" covers the nineteenth century as well.
Raymond Smith
R.W. Smith Bookseller, New Haven, Ct.
