There seem to be 18 volumes on Project Gutenberg (volumes 16 and 18 are missing), with genres including fiction, poetry and drama, lives and letters, religion and philosophy, science, history, travel and adventure, etc.
Here is the first volume:
http://www.gutenberg.org/ebooks/10471
The other 17 volumes are easily found by searching for "world's greatest books" on Project Gutenberg.