Here you'll find links to a number of online sheet music collections that allow you to download and print complete works. These are generally in the public domain (copyright-free), but be sure to check the usage guidelines on each site beforehand!
Directory of large sheet music collections accessible either through a web page or an online catalog. Many of the collections include digitized reproductions of sheet music in the public domain. Hosted by the Duke University Library.
An archive of sheet music put together by the Eastman School of Music (University of Rochester). Searchable by keyword, with a variety of limits (voice part, arrangement, etc.).
The VARIATIONS project is a prototype project, created by Indiana University, that combines musical scores, recordings, and liner notes, for a number of works (opera, orchestral, choral, solo instrument, etc.).