Amusements in Mathematics (Book, Henry Dudeney, 1917)

You can read it here. If the Internet Archive's still down, you can also read it on Project Gutenberg here.

The Canterbury Puzzles (Book, Henry Dudeney, 1907)

You can read it here. If the Internet Archive is still down, you can also read it on Project Gutenberg here.

Image above is from here (also archived here).

Winning Ways for Your Mathematical Plays (Books, Elwyn Berlekamp, John Conway & Richard Guy, 1982)

The original two-volume version of THE book on mathematical games.

You can watch a video summarizing the start of Volume 1 and revealing just how mindblowing this whole thing is here.