Yoga Upanishads are the classical texts on yoga. You could download the texts of Yoga Upanishads here.
Anyone can give links for free yoga books here in reply.
Forest Lectures on the Highest Yoga
This book presents a series of lectures about the higher stages of human spiritual development. The lectures describe the methodologies of the main philosophico-religious traditions that existed in the past or exist now on the Earth.
This material illustrates the fact that the methodology of spiritual development is one for all people and that in this way God leads all people to Perfection.
The book is addressed to everyone aspiring to find and to realize the meaning of our lives on the Earth, to cognize our common Creator, to achieve spiritual Perfection.
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You can find free books on Classic Yoga Text on the subject of yoga, such as the Hatha Yoga Pradipika by Swami Swatmarama. The books can be in PDF form, which means that you can read them online or download them to your computer for convenience. The Hatha Yoga Pradipika is one of the most important texts to study when you are learning about yoga, and it's available in several different versions. You can compare what each version has to offer, and learn more about the history of yoga as well.