There are no printed indexes for the older issues of these local papers, but microfilmed copies of the issues are available in the library.
Sometimes referred to as the "manuscript Census," these are "the questionnaires, listing individuals by name, that were filled out by census-takers." The 1930 Census of Population is the most recent available to the public. (For more information, see this National Archives page.)
A list of schedules available in Leyburn Library is below. Note that there are printed indexes for some of the schedules, but only a few: Census schedules in Leyburn Library
But... W&L researchers now have online access to the contents of the "manuscript Census" from 1790 to 1930 through the commercial HeritageQuest Online database, which provides images from these census records.
Leyburn Library has microfilmed copies of records from the Rockbridge County Courthouse, 1770-1880.
The free Family Search database "provides access to genealogical information on millions of individuals from several countries." While there are only very limited Virginia records in the database, records from other states include individuals whose families "passed through" Rockbridge County.
Leyburn Library's Special Collections department contains extensive information (letters, documents, clippings, books, etc.) on local history.