- The History of Scotland: from Agricola's Invasion to the Revolution of 1688
- History of Scotland, from the Revolution to the Extinction of the Last Jacobite Insurrection, Volume 2
- The Emigrant's Manual: Australia, New Zealand, America, and South Africa: with a Preliminary Dissertation
- The Darien Papers: being a Selection of Original Letters and Official Documents Relating to the Establishment of a Colony at Darien by the Company of Scotland Trading to Africa and the Indies, 1695 -
- Letters of Eminent Persons, Addressed to David Hume