Here is a list of some of the best books and most reliable web sites containing information on the history of mathematics and, in particular, the history of calculus. Bear in mind that books are edited and reviewed, whereas web sites are not subject to professional scrutiny and so their accuracy is not guaranteed.

Books

Carl Boyer,
The History of the Calculus and Its Conceptual Development
(New York: Dover, 1959).

Carl Boyer and Uta Merzbach,
A History of Mathematics
(New York: Wiley, 1987).

C.H. Edwards,
The Historical Development of the Calculus
(New York: Springer-Verlag, 1979).

Howard Eves,
An Introduction to the History of Mathematics, 6th ed.
(New York: Saunders, 1990).

C.C. Gillispie, ed.,
Dictionary of Scientific Biography
(New York: Scribner's, 1974).

Judith V. Grabiner,
The Origins of Cauchy's Rigorous Calculus
(Cambridge, MA: The MIT Press, 1981).

Victor Katz,
A History of Mathematics: An Introduction
(New York: HarperCollins, 1993).

Morris Kline,
Mathematical Thought from Ancient to Modern Times
(New York: Oxford University Press, 1972).

Dirk J. Struik,
A Concise History of Mathematics, 3rd ed.
(New York: Dover, 1967).

Sourcebooks

John Fauvel and Jeremy Gray, eds.,
The History of Mathematics, A Reader
(London: MacMillan Press, 1987).

D.E. Smith, ed.,
A Sourcebook in Mathematics
(New York: Dover, 1959).

D.J. Struik, ed.,
A Sourcebook in Mathematics, 1200-1800
(Princeton, N.J.: Princeton University Press, 1969).

Web Sites

St. Andrews MacTutor History of Mathematics
To find material on the history of calculus, click on History Topics Index, then on Analysis, and then on History of Calculus. This site also contains biographies of mathematicians, a chronology (timeline) of important events in the history of mathematics, and an interactive index of famous curves.

Trinity College, Dublin, History of Mathematics archive
This site contains a wealth of information concerning Sir Isaac Newton and Bernhard Riemann (including excerpts from their original works), as well as accounts of the lives and works of many 17th and 18th century mathematicians adapted from W.W. Rouse Ball's A Short History of Mathematics. There are also links to more than 200 other web sites relevant to the history of mathematics.

British Society for the History of Mathematics
This site contains well-annotated links to more than 70 sites organized into 16 categories.

David Joyce's History of Mathematics Web Resources
This site is valuable not only for its links to various web resources, but also for its extensive bibliographies of sourcebooks and other books on the history of mathematics.

Jeff Miller's History of Mathematical Notation
This site gives the earliest uses of various mathematical symbols, including those of calculus, and the contexts in which they occurred.

Jeff Miller's History of Mathematical Words
This site shows the earliest known uses of some of the words of mathematics, some with direct quotations from the mathematicians who coined them.