Animal intelligence

Free to read here, from Project Gutenberg.

Clever Hans (The Horse of Mr. Von Osten)

Oskar Pfungst, also an audiobook

Animal Intelligence

George John Romanes

Ways of Nature

John Burroughs

Animal Behaviour

C. Lloyd Morgan

Animal intelligence: Experimental studies

Edward L. Thorndike

Animal Life and Intelligence

C. Lloyd Morgan

The Mental Life of Monkeys and Apes: A Study of Ideational Behavior

Robert Mearns Yerkes

Lola

Henny Kindermann

Stories of Animal Sagacity

William Henry Giles Kingston, also an audiobook

Intelligence in Plants and Animals

Thomas G. Gentry

The intelligence of invertebrate animals

Maynard Shipley