Answer

The Dow Jones Industrial Average index consists of 30 constituents traded on stock exchanges in the U.S. market.  The Dow Jones Industrial Average index is maintained and reviewed by editors of The Wall Street Journal and is part of Dow Jones family of indices.  The DJIA was invented by Charles Dow in 1896. 

Go to the Business Library's Company & Financial Information section for links to useful resources including the following suggested resource.  

S&P NetAdvantage; Select Screening from the top tool bar then Companies Screening. Under the Equity Details section, select Indices then look for and select Dow Jones Industrial Average. You can then generate a list of the constituents.

You may also want to consult the following:
S&P Dow Jones Indices. Go to the Dow Jones Industrial Average and S&P 500 tab. 

Wall Street Journal. Go to the DJIA page and go to the Movers section for a list.