Massachusetts Institute of Technology
Mit: Internet Classics Archive: Works by Confucius
This collection includes text of three of Confucius' most famous works: The Analects, The Doctrine of the Mean, and The Great Learning.
Other
Chinese Classical Literature
This is a really interesting site. It lists several works of Chinese literature. They are in Chinese, and you can click on each word to see its English translation. It can also be seen in English only.