The Complete Works at MIT courtesy of The Tech. Comprehensive version with glossary and searching. Uses the Moby Shakespeare.
Michael Best of the University of Victoria has begun the task of compiling the Internet Shakespeare Editions, which is a valuable scholarly resource. There are four plays available so far, with many more in preparation. The site also includes a substantial and growing performance database, a section on Shakespeare around the Globe, and a number of full-text articles.
Three versions of Hamlet are available from the University of Virginia. Each uses the line-numbering system. You can see the Hamlet 1603 Quarto, the Hamlet 1604 Quarto, and the Hamlet 1623 Folio there.
The University of Pennsylvania now offers three beautifully prepared facsimile editions of King Lear. You can study the Second Quarto of 1619, the First Folio version of 1623, and Nahum Tate's version of 1681.
Hamlet has also been made available by G.M. Lupo, who uses the Moby version of the play. Gary Munro's Hamlet contains good study questions, as well as Prince Charles's version of the "To be or not to be" speech.
A Midsummer Night's Dream has been annotated in a hypertext version by Jacqueline Siedlecki. The Moscow Alternative School Center's version of A Midsummer Night's Dream includes a study guide and performance photos, by Amy Ulen.
Colley Cibber's version of Richard III is available, and contains an etext editor's introduction by Tom Dale Keever.
The Tempest at University of Texas.
Robert Stockton's transcription of Twelfth Night includes hypertext annotations.
Thomas Hull provides The Comedy of Errors in two formats, html and sgml.
Complete Works in Signet Edition Lineation at the University of Victoria. Not really the complete works, but those used for Michael Best's Shakespeare course at the University of Victoria. Plays included are A Midsummer Night's Dream, Richard II, King Lear, Macbeth, Hamlet, As You Like It, and The Tempest.
Searchable Index Of Shakesperian Sonnets and Other Poetry. This is a search form from UNBC. Poems include the Sonnets, Venus and Adonis, Lover's Complaint, Passionate Pilgrim, and Rape of Lucrece.
The Moby Shakespeare. The internet's public domain Shakespearean Ur-text.
Project Gutenberg. Absolutely sprawling and unwieldy file of the Works in single document form.
The Complete Works at The University of Sydney has been compiled by Marty Farrow, who uses the Moby Edition, adding his own glossary.
The Complete Works at The Internet Public Library. Includes "Sonnets to Sundry Notes of Music."