The OEIS is amazing, I used to spend hours creating sequences using arbitrary algorithms and look it up to see if it has an alternate definition and what's the meaning and the history of this sequence.
Does it have an analogous for constants?
After some search I found the RIES (http://mrob.com/pub/ries/) and the ISC(http://isc.carma.newcastle.edu.au/index) which are amazing, and also I can use Wolfram Alpha to get a hint, but these resources are nothing like the OEIS, they aren't really like an Encyclopedia, they don't tell the history and the definition of the number, they just use clever algorithms to make 'inverse calculations' based on the given number.
Is there something more like to the OEIS?
As pointed out in the comments, the OEIS is probably your best bet. It contains nearly 10,000 constant sequences, which you can look up by typing in their decimal expansion:
RIES is a good resource for numbers constructed as simple formulas. Plouffe has a private version of the ISC which is too large to be available online, but he's expressed willingness in the past to do lookups on demand. But neither of these resources have the same kind of encyclopedic focus as the OEIS.