When the President signs a bill into law, they might issue a signing statement. Signing statements are not part of legislative history, and are not printed with legislative materials. Instead, they are part of the Presidential documents.
Bluebook T1 gives instructions for citing documents from the Executive Office of the President.
Password-protected, access provided by the Law Library to current members of the Law School community:
HeinOnline has the US Presidential Library
Lexis has the Public Papers of the President
ProQuest Legislative Insight includes Presidential Signing Statements.
Westlaw has Presidential Documents from 1936
The American Presidency Project publishes Presidential documents going back to George Washington.
GovInfo has the Compilation of Presidential Documents collection consists of the Weekly Compilation of Presidential Documents and the Daily Compilation of Presidential Documents which are the official publications of materials released by the White House Press Secretary, as well as the Public Papers of the Presidents of the United States