Printed surname indexes are available for all states existing for the census enumeration years of 1790 through 1870 at ten-year intervals. While there are some printed indexes for the census years of 1880 through 1920, most indexes for those years are available only in the form of microfilm (Soundex).
The Census Bureau compiled individual 1910 state indexes for only 21 states, leaving the remaining states/territories unindexed. Commercially printed indexes have been compiled for 4 of those states–Hawaii, Idaho, Nevada, and Wyoming. A Soundex/microfilm index is now available for 1910 Oregon. The remaining states/territories, however, are not yet indexed.
The availability of both head of household and every-name indexes online, particulary via subscription (for pay) sites has changed dramatically in the past couple of years. More on the U.S Census Index