This site collects titles (and if available) the PDFs of early MCMC papers and trivia:

Metropolis, N., Rosenbluth, A. W., Rosenbluth, N., Teller, A. H.,and Teller, E. (1953) Equation of state calculation by fast computing machines. Journal of Chemical Physics 21: 1087-1092. [PDF 2.8 MB]

Metropolis, N. (1987) The beginning of Monte Carlo method. Los Alamos Science Special Issue: 125-130. [PDF 1.4 MB]

Harlow, F., and Metropolis, N. (1983) Computing and Computers: Weapons simulations leads to the computer era. Los Alamos Science Winter/Spring: 132-141. [PDF 4.7 MB]

Hammersley, J. M., and Handscomb, D. C. (1964) Monte Carlo Methods. Methuen and Co LTD, London. 91 pp. [PDF 13.9 MB !!!!!]

[updated May 2005,]