Yes, they do have monsters by CR ratings in the back of the manuals, but I think what Mr. Farstrider is seeking is a comprehensive index, covering all of the books.
I know that I find it to be a pain to go through all of the MMs and such. I also wish they had a comprehensive breakdown by Type (undead, abberations, etc.)
I sadly do not have an answer for you on this, I wish you luck. (and if you find something before I do, PM me with it!

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If I had more time, I\'d whip up a database to do this kind of stuff...perhaps someday.