Original works of great mathematicians
http://archive.org
Just search for "Bernhard Riemann", for example.
This is a useful aggregation site:
http://www.mathematik.uni-bielefeld.de/%7Erehmann/DML/dml_links.html
For Euler see the Euler Archive.
For many old books see the french Gallica
(the cited archive.org and gdz are great ressources too).
Don't forget google books and google scholar (for papers).
A list of important papers by wikipedia...
Try the European Cultural Heritage Online. I used it to look at the original pages of Thomas Harriot's Artis Analyticae Praxis published in 1631.