CNN has been good about archiving their transcripts over the past decade. You can find them, organized by program, at CNN.Com/transcripts. But for the greater good of historical digital preservation these transcripts, 2000-2012, have been snatched up by the Internet Archive here, as announced by their by their Just In Time Grabs team. Love this explanation of their initiative:
The hardest part about our transient, shallow world wide web is the terrifying swiftness in which data disappears. To this end, Archive Team members have often bravely strapped on miner’s helmets and flashlights, dove into the flaming wreckage of a dying site, and grabbed a copy for all of time. Some of these rescues, consisting of what we could grab, are being saved here.
LexisNexis Academic also carries CNN transcripts but it’s tricky telling what years of coverage they provide. They do have transcripts for certain shows going back to the early 90s. You have to go into the Browse Publications section and under transcripts click on the information icon for individual genres–financial, entertainment, international–to see what programs they carry and years of coverage.