There's a complete set of ORERs, month by month going back to at least 1886, on microfiche at the Science, Industry & Business Library (SIBL) of the New York Public Library. SIBL is located at the corner of Madison & 34th Street, an easy walk from Penn Station. I don't recall whether you have to call ahead to have them ready when you arrive.

I don't know if they've shared these with any other libraries, but it would be worth checking.

Bob Karig