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The VedasThere are four Vedas, the Rig Veda, Sama Veda, Yajur Veda and Atharva Veda. The Vedas are the primary texts of Hinduism. They also had a vast influence on Buddhism, Jainism, and Sikhism. The Rig Veda, the oldest of the four Vedas, was composed about 1500 B.C., and codified about 600 B.C. It is unknown when it was finally comitted to writing, but this probably was at some point after 300 B.C.
The Vedas contain hymns, incantations, and rituals from ancient India. Along with the Book of the Dead, the Enuma Elish, the I Ching, and the Avesta, they are among the most ancient religious texts still in existence. Besides their spiritual value, they also give a unique view of everyday life in India four thousand years ago. The Vedas are also the most ancient extensive texts in an Indo-European language, and as such are invaluable in the study of comparative linguistics.
A Vedic Reader for Students
by A.A. Macdonell 
(excerpts) 121,143 bytes
The Upanishads, Part II (SBE 15)
The Upanishads are a continuation of the Vedic philosophy, and were written between 800 and 400 B.C. They elaborate on how the soul (Atman) can be united with the ultimate truth (Brahman) through contemplation and mediation, as well as the doctrine of Karma-- the cumulative effects of a persons' actions.
Other Primary Texts
The Laws of Manu
George Bühler, translator 
(Sacred Books of the East, vol. 25)
The Mahabharata and Ramayana are the national epics of India. They are probably the longest poems in any language. The Mahabharata, attributed to the sage Vyasa, was written down from 540 to 300 B.C. The Mahabharata tells the legends of the Bharatas, a Vedic Aryan group. The Ramayana, attributed to the poet Valmiki, was written down during the first century A.D., although it is based on oral traditions that go back six or seven centuries earlier. The Ramayana is a moving love story with moral and spiritual themes that has deep appeal in India to this day.
In addition, a key Hindu sacred text, the Bhagavad Gita, is embedded in Book Six of the Mahabharata.
The Mahabharata now has its own page:The Mahabharata, translated by Kisari Mohan Ganguli [1883-1896]
Rámáyan Of Válmíki
translated by Ralph T. H. Griffith [1870-1874]
The Ramayana in Sanskrit
The Bhagavad Gita, usually considered part of the sixth book of the Mahabharata (dating from about 400 or 300 B.C.), is a central text of Hinduism, a philosphical dialog between the god Krishna and the warrior Arjuna. This is one of the most popular and accessible of all Hindu scriptures, required reading for anyone interested in Hinduism. The Gita discusses selflessness, duty, devotion, and meditation, integrating many different threads of Hindu philosophy.
with the Sanatsugâtîya and the Anugîtâ
translated by Kâshinâth Trimbak Telang,
(Sacred Books of the East, Vol. 8) 
The Bhagavad Gita in Sanskrit
The Bhagavad Gita
VedantaThe Vedântâ-Sûtras, with commentary by Râmânuja, translated by George Thibaut; (Sacred Books of the East, Volume 48)  The Vedântâ-Sûtras, with commentary by Sankarâkârya, translated by George Thibaut; Part I (Sacred Books of the East, Volume 34) 
The Crest-Jewel of Wisdom and other writings of Śankarâchârya; translation and commentaries by Charles Johnston [1946, copyright not renewed]
The S'rimad Devî Bhâgawatam
translated by Swami Vijnanananda (Hari Prasanna Chatterji) 
The Song of the Goddess. This is an excerpt from the S'rimad Devî Bhâgawatam (above)
The Yoga Sutras of Patanjali 80,965 bytes This concise work describes an early stage in the philosophy and practise of Yoga. Dating from about 150 B.C., the work shows dualist and Buddhist influences. The Yoga Sutras are required reading if you are interested in Yoga and meditation.
The Sánkhya Aphorisms of Kapila
How To Be A Yogi by Swâmi Abhedânanda 
These are western collections of Indian folklore, written in the 19th and early 20th Century. These texts are courtesy of Phillip Brown, from his now-defunct Belinus.co.uk site.
Songs of Kabîr, Translated by Rabindranath Tagore, Introduction by Evelyn Underhill; New York, The Macmillan Company; 
Kabir tried to find common ground between Hindus and Muslims. He wrote some wonderful devotional poetry.
Works of Rabindranath Tagore
Vikram and the Vampire Sir Richard Burton, translator. 
Sacred Sexuality Kama Sutra, Ananga Ranga, and more.
Sanskrit dictionary 264,253 bytes
Also refer to Sanskrit resources at WordGumbo.com [External Site]
Autobiography of a Yogi by Paramhansa Yogananda  [External Site]