AMS Books Online: AMS published books available for free download in PDF. Also links to other online books.
arXiv: E-print archive in various areas of physics, mathematics, nonlinear science, and computer science.
Books On-line: QA: Online Books page at the University of Pennsylvania.
EJDE Monographs: Textbooks and expository articles hosted by the Electronic Journal of Differential Equations.
Electronic Books and Journals: Links maintained by the University of Haifa.
Electronic Research Archive for Mathematics: A digital library for classical mathematics.
EMIS Mathematical Monographs: Books hosted by the European Mathematical Information Service in various formats, typically PostScript, but sometimes also DVI and PDF.
Gallica: A digital collection of classics from the National Library of France.
Geometry & Topology Monographs: A series intended for research monographs, for refereed conference proceedings, and for similar collections.
ICTP Lecture Notes Series: Paedagogical material in advanced topics from the Abdus Salam International Centre for Theoretical Physics, Trieste. LaTeX and PostScript.
Math eBooks: Commercial solved-problem guides on various math topics in PDF format.
Mathematica: A collection of classical manuscripts (mostly in German) at the Center for Retrospective Digitization in Goettingen.
Mathematics Archives - Topics: Links to books, notes and other resources organized by topic at the University of Tennessee, Knoxville.
Mathematics lecture notes: Lecture notes collected by Matt Daws.
MATHnetBASE: Commercial library of mathematics texts and articles from CRC/Chapman and Hall. Annual subscription required.
MathPages: A collection of HTML lectures on various subjects in mathematics and physics.
Mathphysics.com: This site exists primarily to host on-line textbooks and other scholarly materials in mathematics or physics.
Maths at sigma.ndo.co.uk: Lecture notes for various courses taught at the Univ. of Birmingham.
Mathwright Library: A free collection of interactive mathematics and science books. Requires free (Windows) software to read.
NUMerisation de Documents Anciens Mathematiques: Digitized ancient mathematical documents in Grenoble.
Online Mathematics Textbooks: Links to online mathematics texts, maintained by George Cain at Georgia Institute of Technology.
Online Notes: A collection of links to online notes maintained by Boris Levant at the Weizmann Insitute.
Textbooks in mathematics: Alex Stef's links to free mathematics textbooks, lecture notes and tutorials.
The Assayer: Features online books and articles on math, computer and science topics by a variety of authors. Includes some reader reviews.
University of Michigan Historical Mathematics Collection: A digital library of books selected from the University of Michigan mathematics collection, published in the 19th or early 20th century.