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"The Calculus" by Davis and Brenke
"The First Steps in Algebra" by G. A. Wentworth
"A Course of Pure Mathematics" by G. H. Hardy
"On Riemann's Theory of Algebraic Functions and their
Integrals" by Felix Klein

Ray pointed out:

http://www.gutenberg.org/wiki/Mathematics_%28Bookshelf%29

and annotated:

The First Steps in Algebra by G. A. Wentworth
http://www.gutenberg.org/ebooks/36670
This is an elementary school level introduction
to algebra complete with plenty of exercises and
answers to them. (A solution manual also exists,
but isn't on PG.)

A Course of Pure Mathematics by G. H. Hardy
http://www.gutenberg.org/ebooks/38769
A fine follow-up to a calculus book which introduces
the basics of real and complex analysis.

Plane Geometry by G. A. Wentworth
http://www.gutenberg.org/ebooks/33063
An introduction to geometry in the classical
Euclidean style of definitions and propositions.
Unfortunately, no exercises;) However, it
might be fun figuring out how to automatically
mark up the definitions, theorems, proofs, and
the like and attach metadata.