HJL,
I enjoyed reading D.W.’s article on Intellectual Survival and liked the anthology list of resources listed. I know that there are free digital downloads of the Harvard Classics on at least three sites from Open Culture.
The links to The Gutenberg Project and Internet Archive are provided.
While the digital downloads are not the annotated version, a third link, below, provides a page scan version of the Harvard Classics that are annotated.
While not a hard copy, these can be stored in one’s electronic library for use on several platforms.
Regards – A.C. Ohio