- Alexander and the Pirate
- Alexander and Bucephalus
- Diogenes the Cynic Philosopher
- Diogenes the Cynic Philosopher
- Cornelia, Mother of the Gracchi
- The Founding of Rome
- Horatius Cocles at the Bridge
- Romulus and Remus
For Greek and Roman history, Wikipedia is a great resource, and for the legends of both Greek and Roman history, you might enjoy these online books; some of them contain both mythological and historical tales, while some of them are more strictly historical:
- Stories of the Ancient Greeks, by Charles D. Shaw
- Greek Gods, Heroes, and Men, by Caroline H. and Samuel B. Harding
- Diogenes Laertius' Lives of the Philosophers
- Alexander the Great, by Jacob Abbott (along with more biographies by Jacob Abbot)
- The Children's Plutarch: Tales of the Greeks, by F. J. Gould
- The Children's Plutarch: Tales of the Romans, by F. J. Gould
- Plutarch's Lives for Boys and Girls, by W. H. Weston
- Our Young Folks' Plutarch, by Rosalie Kaufman
- Our Young Folks' Josephus, by William Shepard
- Stories of the East From Herodotus, by Alfred J. Church
- Famous Men of Greece, by John H. Haaren
- Famous Men of Rome, by John H. Haaren
- Pictures from Greek Life and Story, by Alfred J. Church
- Pictures from Roman Life and Story, by Alfred J. Church
- The Story of the Greeks, by Helene A. Guerber
- The Story of the Romans, by Helene A. Guerber
- The Story of Greece, by Mary Macgregor
- The Story of Rome, by Mary Macgregor
- Greek Historical Tales, by Charles Morris
- Roman Historical Tales, by Charles Morris
- Stories From Livy, by Alfred J. Church
- Stories from the History of Rome, by Emily Beesly