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 [1].
The links to The Gutenberg Project and Internet Archive are provided.
While the digital downloads are not the annotated version, a third link [2], 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