Joe Landau (jrl@versaform.com) has compiled a very useful index of Home Shop Machinist (HSM), Projects in Metal (PiM), and Model Engineers' Workshop magazines. At the current time, the only thing you can do is grab the whole file and manipulate it yourself. I will attempt to re-implement a web-based search some time soon. The index is current up through 1996, unless it is newer and I forgot to update the text you are reading!
Download the whole file (about 125Kb)