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.