A-H

Anabasis of Alexander
Arrian

City of God
Augustine

Gallic Wars
Julius Caesar

History of the Persian Wars
Herodotus

Divine Comedy
Dante

I-Q

History of Rome
Livy

Natural History (science)
Pliny the Elder

Lives of the Noble Greeks and Romans
Plutarch

Histories
Polybius

R-Z

Twelve Caesars
Suetonius

Annals of Imperial Rome
Tacitus

The Peloponnesian Wars
Thucydides

Anabasis
Xenophon