The Sacred Books of the East is an enormous project undertaken by Max Müller and various authors from 1879 and 1910. The group’s work was published by Oxford University Press and to this day many of the translations are the only ones existing or the most precise. These translations might be some of the most important literature in one collection the world has ever seen. It is not possible to buy the complete set of these works, but Google Books and Microsoft has done an effort to scan them all from library sources since they are now in the Public Domain. Please keep in mind that these volumes are huge, some of the files are more than 50 MB and has up to 3.000 pages. In total there is more than a hundred thousand pages.
Download them here as PDF-files:
1. The Upanishads, Part 1 of 2. Chandogya Upanishad. Talavakara (Kena) Upanishad. Aitareya Upanishad. Kausitaki Upanishad. Vajasaneyi (Isa) Upanishad.
2. The Sacred Laws of the Aryas, vol. 1 of 2. The sacred laws of the Aryas as taught in the school of Apastamba, Gautama, Vâsishtha, and Baudhâyana. pt. I. Apastamba and Gautama. (The Dharma Sutras).
3. The Sacred Books of China, vol. 1 of 6. Part I of The Texts of Confucianism. The Shû king (Classic of History). The religions portions of the Shih king (Classic of Poetry). The Hsiâo king (Xiao Jing).
(We have several other translations of the Bhagavad Gita, here: Link)
10. The Dhammapada and The Sutta-Nipâta, a collection of discourses; being one of the canonical books of the Buddhists, translated from Pāli; and The Dhammapada, a collection of verses, translated from Pāli.
11. Buddhist Suttas. The Mahâ-parinibbâna Suttanta, The Dhamma-kakka-ppavattana Sutta, The Tevigga Sutta’anta, The Âkankheyya Sutta’a, The Ketokhila Sutta’a, The Mahâ-Sudassana Sutta’anta, The Sabbâsava Sutta’a.
14. The Sacred Laws of the Aryas, vol. 2 of 2. The sacred laws of the Aryas as taught in the school of Apastamba, Gautama, Vâsishtha, and Baudhâyana. pt. II. Vâsishtha and Baudhâyana.
15. The Upanishads, part 2 of 2. Katha Upanishad. Mundaka Upanishad. Taittiriya Upanishad. Brhadaranyaka Upanishad. Svetasvatara Upanishad. Prasña Upanishad. Maitrayani Upanishad.
16. The Sacred Books of China, vol. 2 of 6. Part II of The Texts of Confucianism. The Yi King: (I Ching).
19. The Fo-sho-hing-tsan-king, a life of Buddha, by Ashvaghosha, Bodhisattva; translated from Sanskrit into Chinese by Dharmaraksha, A. D. 420.
26. The Satapatha Brahmana according to the text of the Mâdhyandina school, vol. 2 of 5, Books III-IV
27. The Sacred Books of China, vol. 3 of 6. Part III of the texts of Confucianism. The Lî Kî (Book of Rites), part 1 of 2.
28. The Sacred Books of China, vol. 4 of 6. Part IV of the texts of Confucianism. The Lî Kî (Book of Rites), part 2 of 2.
29. The Grihya-sutras; rules of Vedic domestic ceremonies. vol. 1 of 2. Sankhyayana-Grihya-sutra. Asvalayana-Grihya-sutra. Paraskara-Grihya-sutra. Khadia-Grihya-sutra.
30. The Grihya-sutras; rules of Vedic domestic ceremonies. vol. 2 of 2. Gobhila, Hiranyakesin, Apastamba (Olderberg); Yajña Paribhashasutras (Müller).
31. The Zend-Avesta, vol. 3 of 3. The Yasna, Visparad, Afrînagân, Gâhs, and miscellaneous fragments.
32. Vedic Hymns, vol. 1 of 2. Hymns to the Maruts, Rudra, Vâyu, and Vâta., with a bibliographical list of the more important publications on the Rig-veda.
34. The Vedanta-Sutras, vol. 1 of 3. Commentary by Sankaracharya, part 1 of 2. Adhyâya I-II (Pâda I-II).
38. The Vedanta-Sutras, vol. 2 of 3, commentary by Sankaracharya, part 1 of 2. Adhyâya II (Pâda III-IV) -IV.
39. The Texts of Taoism, Part 1 of 2. The Sacred Books of China, vol. 5 of 6. Also: The Tâo the king (Tao te Ching): The writings of Kwang-tze, books I-XVII.
40. The Texts of Taoism, Part 2 of 2. Includes The Writings of Kwang Tse, books XVII-XXXIII, The Thâi-shang tractate of actions and their retributions, other Taoist texts, and the Index to vols. 39 and 40.
41. The Satapatha Brahmana according to the text of the Mâdhyandina school, vol. 3 of 5. Books V, VI, VII.
43. The Satapatha Brahmana according to the text of the Mâdhyandina school, vol. 4 of 5, Books VII, IX, X.
44. The Satapatha Brahmana according to the text of the Mâdhyandina school, vol. 5 of 5, Books XI, XII, XIII, XIV.
45. Jaina Sûtras, vol. 2 of 2, translated from Prâkrit. The Uttarâdhyayana Sûtra, The Sûtrakritânga Sûtra.
49. Buddhist Mahâyâna Texts. Part 1. The Buddha-karita of Asvaghosha, translated from the Sanskrit by E. B. Cowell. Part 2. The larger Sukhâvatî-vyûha, the smaller Sukhâvatî-vyûha, the Vagrakkedikâ, the larger Pragñâ-pâramitâ-hridaya-sûtra, the smaller Pragñâ-pâramitâ-hridaya-sûtra, translated by F. Max Müller. The Amitâyur dhyâna-sûtra, translated by J. Takakusu.