The Annals are the final work of the great Roman historian Tacitus, covering the period from the death of Augustus in 14 AD to the death of Nero in 68 AD. Passages covering some 14 years of this 54 year period are lost. It is nevertheless the most important historical source covering this period, during which the principate, the autocratic regime established by Augustus, was consolidated by the later Julio-Claudian emperors. Tacitus understood that Rome's domination of the Mediterranean world was linked to the decay of its republican institutions, and his work is shot through with ambivalence about that development.
Free Online Texts
Internet Archive: The annals and history of Tacitus. A new and literal English version (Oxford: Talboys, 1839). Multiple formats.
Internet Classics Archive: The Annals, translated by Alfred John Church and William Jackson Brodribb. English HTML and TXT files.
Internet History Sourcebook: The Annals, translated by Alfred John Church and William Jackson Brodribb. English TXT file.
LacusCurtius: The Annals, The Histories. Loeb Edition, English HTML text.
Wikisource: The Annals, translated by Alfred John Church and William Jackson Brodribb, 1876. Online, downloadable as PDF/MOBI/EPUB.
Dickinson College Commentaries: Tacitus - Annals.
Librivox: The Annals - Public Domain audiobooks.
Wikipedia: Annals (Tacitus).
The Great conversation: further reading at Tom's Learning Notes.
Tacitus: The Histories - covers the period after the Annals, including the dramatic year of the four emperors.
Tacitus: The Agricola.
Tacitus: The Germania.
Suetonius: The Lives of the The Twelve Caesars - part of this work covers the same period as the Annals.
Cassius Dio: The Roman History.