The university does indeed keep copies of old dormitory phone books. Directories from 1888 to 1979 are on microfilm at Memorial Library. (The early years don't have many phone numbers — but then there weren't many phones.)

If you want a paper copy, phone books are available from the years 1941-74. Student directories are available after ’74. Unfortunately, these records cannot be accessed online, but they are available at University Archives, which is located in Steenbock Library.