Does anyone know how to obtain previous years' exam reports, particularly HMDA, or is there a website that gives historical data on a bank's CMP history?

Exam reports are not available to anyone but the bank. There is a public disclosure available only for CRA portion, but it would not have any HMDA information.

For CMP, it might be easiest to google "Civil Money penalty" and the bank name

On the FDIC website, you can see Enforcement Actions going back for years. If I remember correctly, you can sort the actions by bank name or city/state.