This is an 11-volume work (10 numbered volumes, plus one supplement) of the messages and papers of the presidents of the US from 1787 through 1902. The main 10 volumes of this edition were published in 1902, and the supplemental volume was published in 1904. (Some later editions include additional volumes for later presidents, and in some cases the volumes were reorganized as well.)
Project Gutenberg has put this work online in text and HTML formats. All of the text of the volumes is included except for the index to the first ten volumes, which appeared in Volume X. Here is the table of contents:
Readers interested in more recent presidents may want to check another publication, Public Papers of the Presidents of the United States.
This is a "meta-book", which stitches together separate files elsewhere on the Web as they appeared in a previously published book. It is subject to removal if someone produces an integrated edition. If that happens, The Online Books Page will point to the integrated version.