In the command line, look up an index, hit the <Index> key, type MEMB, and hit <GO> (e.g. SPX <Index> MEMB <GO>). Change the dates as needed.
To browse for an index, use the command line to type WEI and hit <GO> (e.g. WEI <GO>. Select an index to load it, then type MEMB and hit <GO>.
To look up what indices a company is a member of, use the command line to type its ticker symbol, hit the <Equity> key, type the command WGT, and hit <GO>. E.g. AAPL US <Equity> WGT <GO>.
Capital IQ (available at the Business Library): For current constituent lists use the search box to look up an index and view its profile. In the index profile, select Constituents from the menu on the left.