Search Bloomberg (see access details).

• Type a company's ticker symbol, hit the <EQUITY> key, then type WACC and hit <GO>.

In LSEG Workspace (formerly Refinitiv), type the ticker followed by TR.WACC in the top search bar to find most recently calculated WACC in the Data Item Browser (DIB). 

The Cost of Capital Yearbook - Ibbotson Associates, call number HC110.C3 C678, has data from 2001-2013.