The following is a list of free, open source books on machine learning, statistics, data-mining, etc.

Machine-Learning / Data Mining

An Introduction To Statistical Learning - Book + R Code
Elements of Statistical Learning - Book
Probabilistic Programming & Bayesian Methods for Hackers - Book + IPython Notebooks
Think Bayes - Book + Python Code
Information Theory, Inference, and Learning Algorithms
Gaussian Processes for Machine Learning
Data Intensive Text Processing w/ MapReduce
Reinforcement Learning: - An Introduction
Mining Massive Datasets
A First Encounter with Machine Learning
Pattern Recognition and Machine Learning
Machine Learning & Bayesian Reasoning
Introduction to Machine Learning - Alex Smola and S.V.N. Vishwanathan
A Probabilistic Theory of Pattern Recognition
Introduction to Information Retrieval
Forecasting: principles and practice
Practical Artificial Intelligence Programming in Java
Introduction to Machine Learning - Amnon Shashua
Reinforcement Learning
Machine Learning
A Quest for AI
Introduction to Applied Bayesian Statistics and Estimation for Social Scientists
Bayesian Modeling, Inference and Prediction
A Course in Machine Learning
Machine Learning, Neural and Statistical Classification
Bayesian Reasoning and Machine Learning Book+MatlabToolBox
R Programming for Data Science
Data Mining - Practical Machine Learning Tools and Techniques Book

Natural Language Processing

Think Stats - Book + Python Code
From Algorithms to Z-Scores - Book
The Art of R Programming - Book (Not Finished)
All of Statistics
Introduction to statistical thought
Basic Probability Theory
Introduction to probability - By Dartmouth College
Principle of Uncertainty
Probability & Statistics Cookbook
Advanced Data Analysis From An Elementary Point of View
Introduction to Probability - Book and course by MIT
The Elements of Statistical Learning: Data Mining, Inference, and Prediction. -Book
An Introduction to Statistical Learning with Applications in R - Book
Learning Statistics Using R
Introduction to Probability and Statistics Using R - Book
Advanced R Programming - Book
Practical Regression and Anova using R - Book
R practicals - Book
The R Inferno - Book