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Jeff SackmannPaper of Record isn't available free to SABR members; POR does offer a substantial (25%?) discount to SABRites, though.
You don't have to go to St. Louis to see the older copies; The Sporting News on microfilm is available in quite a few major research libraries across the country. (Such as, I am very thankful, the Wisconsin Historical Society.) I would imagine that, because there are so many copies of the microfilm out there, you could probably get ahold of a reel through interlibrary loan if you wanted one. One nice thing for that purpose is that in the early years, 2 years or so fit on a reel.
In partial defense of POR, most if not all of the existing copies of TSN from the 19th century are not terribly legible. The microfilm available at the WI historical society is a copy of a microfilm that's in many libraries, and it's missing issues, missing chunks of pages, some of it is faded to the point of illegibility.
Face it, people didn't save copies of upstart sports newspapers (especially non-New York ones) in the 19th century the way they did traditional papers. Double or treble that for libraries. Nowadays, of course, libraries save everything in part because they realize they don't know what will be of historical interest in 100 years. But I would be willing to bet that most libraries didn't have a subscription to TSN or The Sporting Life in 1888, and by the time they realized they should have them, it was a struggle coming up with those early copies to put on film.
For those of you interested in researching contemporary papers, don't forget about The Sporting Life (based in Philadelphia, which started publication about 4 years before TSN did) and the New York Clipper, which was the primary sporting paper before TSL and TSN. Those two are tougher to find in libraries, and most of you would probably need to use ILL to get ahold of them, but they did have good baseball coverage in the pre-TSN era.