Part of the problem is people tend to get interested in doing this, but then never keep the information up-to-date. Also, the Internet has evolved, so older information sources become harder and harder to maintain.

Here's a couple sources I refer to:
http://www.fa-technik.adfc.de/Hersteller/ (through 2006)
http://www.velobase.com/

In general, though, Shimano stuff is cross-compatible across the board. There are some quirks (road vs. mountain front derailleurs, Dyna-Sys and old Dura-Ace rear derailleurs, etc.) but mostly you can mix-and-match to your heart's content.