Where (on what website) can I find last few years' worth of quarterly earnings-per-share for the Russell 3000? and the Dow?
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This will be difficult, as the composition of the Russell 3000 will change from year to year. The same is true for the Dow (assuming you mean DJIA), but there are rather fewer members of that index! Companies don't all have the same fiscal years or quarter end dates, which further complicates this.
In order to get correct data, you'll need to contact whomever maintains each index. That will be the best source, although it is unlikely to be free of charge.
There is a list of price to earnings ratios and other U.S. equity index data, mostly aggregate though.
