Out of the box there are no other logfiles besides the ones you found. Of course, in case of web access you could check the web server logs.
Here is a list of actions and corresponding logfile entries from /var/log/mailman/subscribe
$ echo "nobody@example.net" | add_members -r - test-l
Nov 07 16:35:27 2009 (22151) test-l: new nobody@example.net,
$ echo "nobody@example.net" | add_members -r - --admin-notify=n test-l
Nov 07 16:35:27 2009 (22151) test-l: new nobody@example.net,
$ remove_members test-l nobody@example.net
Nov 07 16:38:52 2009 (22491) test-l: deleted nobody@example.net; bin/remove_members
$ remove_members --noadminack test-l nobody@example.net
Nov 07 16:39:57 2009 (22630) test-l: deleted nobody@example.net; bin/remove_members
# admin selected "unsub" from membership list page
Nov 07 16:41:45 2009 (23156) test-l: deleted nobody@example.net; member mgt page
# unsubscribed by means of mass removal page
Nov 07 16:42:22 2009 (23259) test-l: deleted nobody@example.net; admin mass unsub
# user unsubscribed by means of URL confirmation
Nov 07 16:44:59 2009 (23422) test-l: deleted nobody@example.net; web confirmation
# user unsubscribed by means of e-mail confirmation
Nov 07 16:47:03 2009 (10384) test-l: deleted nobody@example.net; email confirmation
This is from a Mailman 2.1.9 run on a Debian Etch. $
stands for a command prompt. HTH.