Well Marvel doesn't do compendiums, but they have published lots of Omnibi of X-Men material, but they're pricey and haven't fully covered the full claremont run. They're close though, probably only lack a couple of volumes in the middle.
Bottom line, if you're going to collect big hardcovers of the Claremont material, this is in theory what you want:
Uncanny Omnibus v 1-3 (Giant Size + Uncanny 94-175)
HERE,
HERE, &
HERE
*** gap for future Omnibus v4 & v5 ***
Mutant Massacre omnibus (Uncanny 210-219, X-Factor 9-17, + lots of crossover issues)
HERE
Fall of the Mutants omnibus (Uncanny 220-227, X-Factor 19-26, + lots of crossover issues)
HERE
Inferno Prologue omnibus (Uncanny 228-238, X-Factor 27-32, + lots of crossover issues)
HERE
Inferno omnibus (Uncanny 239-243, X-Factor 33-40, + lots of crossover issues)
HERE
Claremont/Lee omnibus v1 (Uncanny 244-269 + more)
HERE
X-Tinction Agenda (Uncanny 270-272, X-Factor 60-62, + crossover issues)
HERE
Claremont/Lee omnibus v2 (Uncanny 273-280, X-Factor 63-70, + crossover issues)
HERE
It's quite the undertaking in both time and money, but then again, it's two decades of material. The only problem with those HCs is that about half of them are out of print. But Marvel periodically reprints that stuff, so I'd suggest to grab the ones you can at a reasonable price and capture the others when they reissue.