1. Internet Archive's Television News archive (from 2009 - present): http://archive.org/details/tv
2. Go to a specific show's homepage and search for transcripts. Many show homepages also have ways to search the transcripts by subject/topic.
Public Broadcasting Service (PBS) NewsHour http://www.pbs.org/newshour/
National Public Radio (NPR) http://www.npr.org/
CNN (Cable News Network) http://www.cnn.com/
"Saturday Night Live" http://snltranscripts.jr.org
"Daily Show" http://www.thedailyshow.com/video/
"Fox News" http://www.foxnews.com/