Signing Statements: written pronouncements made by the President upon signing a bill into law.
Other Statements: written statements made by the President upon vetoing a bill or transmitting proposed legislation to Congress.
Legislative communications other than signing statements are usually published in the Congressional Record and as House documents. Find them in the databases listed and linked below.
House Documents (FDsys, U.S. Serial Set in ProQuest Congressional, LexisNexis)