I had a reference desk emergency a few weeks ago. We had a patron ask about O. Henry's "The Ransom of Red Chief," and while we own several collections of O. Henry stories, none contain that work. Thanks to the beauty of free literature on the internet, I was able to print a copy for the patron and satisfy her request.
Read Print offers a short list of classic books and biographical information on the authors. Easy to navigate, no downloading, but the print and format are easy on the eyes.
Classic Short Stories is a website devoted to the short story. Lots of favorite classic authors. Online reading or printing only, and the format on the page is hard on my eyes. Thisis the site I got the O. Henry from.
The Literature Network offers over 6,000 classic works out of copyright from 260 authors and discussion forums. Online reading only, with its attendant issues--format is not as readable as Read Print, but not too bad.