I need historical data on the prime lending rate--for every year from
1915-present. (Note that 1955-present is readily available, so the
real task here is every year from 1915-1955.

Many websites have rates dating back to 1947 but the Research Division
of the Federal Reserve Bank of St. Louis also has earlier rates:

1929                    5.5-6
1930                    3.5-6
1931                    2.75-5
1932                    3.25-4
1933                    1.5-4
1934                    1.5
1935                    1.5
                     
                     EFFECTIVE 4/16/73 DUAL PRIME RATE

DATE        VALUE
1947-12-01   1.75
1948-08-01   2.00
1950-09-22   2.25
1951-01-08   2.50
1951-10-17   2.75
1951-12-19   3.00
1953-04-27   3.25
1954-03-17   3.00
1955-08-04   3.25
1955-10-14   3.50

http://research.stlouisfed.org/fred2/data/PRIME.txt

This graph also shows the prime rate starting in 1929:

http://www.gherrity.org/prime.html

But it comes from the same source; the Fed in St. Louis, but it does
suggest that the prime rate may not have existed prior to 1929 as
there seems no reason why the bank would not have provided earlier
data if it existed.
I was, however, unsuccessful in finding something that said when it
was first established, however this history of US banking explains
that in the 1920s the Federal Reserve Banks began open market
operations (see under "Growth of the Bankers' Acceptance Market").

http://www.eh.net/encyclopedia/?article=grossman.banking.history.us.civil.war.wwii

As this excerpt from the following site explains:
"But this is a blunt instrument that is seldom used. More sensitive
are two other techniques available to the Fed. One is known as "open
market operations," which consist of purchases or sales of government
securities by the manager of the system's Open Market Committee, a
vice president of the Federal Reserve Bank of New York. Purchases
automatically increase and sales decrease the reserves of the member
banks, thus permitting loan expansion or compelling contraction,
respectively. The other involves altering the interest rate charged on
loans and advances by Federal Reserve banks to member banks. These
techniques affect the quantity of money and its cost?factors of great
importance to the investment decisions of business managers, and hence
to the tone of the national economy."

http://college.hmco.com/history/readerscomp/rcah/html/ah_007500_banking.htm

This control of the interest rate charged to member banks provided the
basis for banks to establish their prime rates.

http://en.wikipedia.org/wiki/Federal_Reserve#Interest_rates

SO I do not believe that the prime rate existed before 1929.
Myoarin