I had a fairly useless comment posted earlier which I apologize for. It turns out much is known though.  Below everything is restricted to zero applied field.

For a finite square grid of size $m$ by $n$ with periodic boundary conditions, the expression for the partition function $Z$ (from which the entropy per site can be worked out) was given already by [Kaufmann](http://prola.aps.org/abstract/PR/v76/i8/p1232_1) (note that you can find freely accessible copies of this paper through google) very shortly after Onsager's solution:

$Z=\frac{1}{2}(2\sinh(2H))^{mn/2}\left\{\prod_{r=1}^n\left(2\cosh(\frac{m}{2}\gamma_{2r-1})\right)+\prod_{r=1}^n\left(2\sinh(\frac{m}{2}\gamma_{2r-1})\right)+\prod_{r=1}^n\left(2\cosh(\frac{m}{2}\gamma_{2r})\right)+\prod_{r=1}^n\left(2\sinh(\frac{m}{2}\gamma_{2r})\right)\right\}$

where, $H=J/k_BT$, $H'=J'/k_BT$, $\cosh\gamma_j=\cosh(2H)\cosh(2H')-\sinh(2H)\sinh(2H')\cos(\pi j/n)$, with $J,J'$ being the coupling constants in the horizontal and vertical directions, respectively.

A fuller explanation is in chapter IV of McCoy and Wu's book "The Two-dimensional Ising model".  Another way to derive the partition function which has proved useful for [generalizations to antiperiodic boundary conditions](http://stacks.iop.org/ja/35/5189) was worked out in [this paper by V.N. Plechko](http://www.springerlink.com/content/t277405172q6n523/).

On an infinitely long cylinder with circumference $L$ I was able to find in a [2004 paper by Huang et al](http://arxiv.org/abs/cond-mat/0407731v3) an expression for the free energy (with $J=J'=1$):

$f=-\frac{1}{2}\ln(4z)-\frac{1}{2L}\sum_p\int_0^{2\pi}\frac{d\phi}{2\pi}\ln\left\[z+z^{-1}-\Phi_p(\phi)\right\]$

where now $z=\sinh(2\beta)$ and $\Phi_p(\phi)=\cos\phi+\cos\frac{2\pi p}{L}$.