This is a 15-volume set of John Lord's lectures on history. This particular set was published by James Clarke and Co. in 1902, some years after Lord's death. The first 12 volumes are all Lord's work; the 13th was completed from his notes; the 14th consists of followups by other authors; the 15th contains an index and topical questions.
The Internet Archive has various page image formats for all 15 volumes, and Project Gutenberg has illustrated transcriptions of all but the last volume. The links below are to the volumes in order.
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.