This animation shows the Constant Maturity Treasury curve and a swap curve from the one month to ten year points from 07/31/2001 to 04/23/2013. The first several years are monthly snapshots, and goes daily a month prior to the Lehman Moment. It then goes to weekly just before QE1. The swap curve was made by joining the LIBOR curve from one to twelve months with the USD swap curve - the 12m point is an average of the 12m LIBOR and the 1yr swap rate; they are rarely more than a few basis points off from each other, and most often within fractions of a basis point.
This animation also constructs a timeline of historical spreads between the curves at the ninety-day and one year points, which is particularly informative when QE1 is highlighted.

FRED Data:
1 Month CMT
3 Month CMT
6 Month CMT
1 Year CMT
2 Year CMT
3 Year CMT
5 Year CMT
7 Year CMT
10 Year CMT

1 Month LIBOR (USD)
2 Month LIBOR (USD)
3 Month LIBOR (USD)
4 Month LIBOR (USD)
5 Month LIBOR (USD)
6 Month LIBOR (USD)
7 Month LIBOR (USD)
8 Month LIBOR (USD)
9 Month LIBOR (USD)
10 Month LIBOR (USD)
11 Month LIBOR (USD)
12 Month LIBOR (USD)
1 Year Swap
2 Year Swap
3 Year Swap
5 Year Swap
7 Year Swap
10 Year Swap