Some free math books, which I got (mostly) from this list, and which I'm listing here for my own convenience so I don't have to go picking through all 250 again to find them.

1. William Fulton, Algebraic Curves: An Introduction to Algebraic Geometry
2. Rota and Baclawski, An Introduction to Probability and Random Processes
3. Flajolet and Sedgewick, Analytic Combinatorics
4. Marsden, Applications of global analysis in mathematical physics
5. Chen, Computational Geometry: Methods and Applications
6. Pollard, Convergence of Stochastic Processes
   As recommended by Cosma Shalizi.
7. Boyd and Vandenberghe, Convex Optimization
8. Milne, Elliptic Curves
9. Euclid, Elements (trans. D.E. Joyce)
10. Wilf, generatingfunctionology
    And actually, we talked a litle bit about one of Wilf's papers on the blog.
11. Backhouse, Galois Connections and Fixed Point Calculus
12. Benson, Music: A Mathematical Offering
    To be read in conjunction with some of Dmitri Tymoczko's papers.
13. Devroye, Non-Uniform Random Variate Generation
14. Gray, Probability, Random Processes, and Ergodic Properties
15. Bain, Stochastic Calculus
16. Kock, Synthetic Differential Geometry
17. Pivato, Voting, Arbitration, and Fair Division: Mathematics of Social Choice
18. Barr and Wells, Toposes, Triples, and Theories
19. Gentle, Hardle, and Mori, The Handbook of Computational Statistics
    Via Cosma Shalizi's delicious feed. Be sure to check out chapter 11, the "Grammar of Graphics." Also, there appear to be several additional books available as HTML on this page, some of which look quite interesting -- for example, Hardle, Muller, Sperlich, and Werwatz's Nonparametric and Semiparametric Models.
20. Mahajan, Street-Fighting Mathematics
    Another book that we talked about on the blog.
21. Gibbs, Vector Analysis
    As suggested by my brother. Also at archive.org are Hilbert's Foundations of Geometry and Einstein's Relativity: the special and general theory..