Tacitus & Appian 
History of Rome. Classic Collection. Illustrated 
The Gallic Wars, The Histories, Roman History and The Civil Wars, The History of the Decline and Fall of the Roman Empire, The History of Rome

This collection includes classic works on the history of Rome from its foundation to the collapse of the empire into Western and Eastern:
Julius Caesar:
The Gallic Wars
The Civil War
Tacitus:
The Histories
The Annals
Appian:
Roman History
The Civil Wars 
Edward Gibbon: The History of the Decline and Fall of the Roman Empire
Theodor Mommsen: The History of Rome 

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This collection includes classic works on the history of Rome